Journal of
Economics and International Finance

  • Abbreviation: J. Econ. Int. Finance
  • Language: English
  • ISSN: 2006-9812
  • DOI: 10.5897/JEIF
  • Start Year: 2009
  • Published Articles: 363

Full Length Research Paper

Mean-Gini portfolio selection: Forecasting VaR using GARCH models in Moroccan financial market

Jamal Agouram
  • Jamal Agouram
  • National School of Applied Sciences (ENSA), Agadir S/33, Morocco.
  • Search for this author on:
  • Google Scholar
Ghizlane Lakhnati
  • Ghizlane Lakhnati
  • National School of Applied Sciences (ENSA), Agadir S/33, Morocco.
  • Search for this author on:
  • Google Scholar


  •  Received: 03 December 2014
  •  Accepted: 26 February 2015
  •  Published: 31 March 2015

How to cite this article

APA /
Agouram, J., & Lakhnati, G. (2015). Mean-Gini portfolio selection: Forecasting VaR using GARCH models in Moroccan financial market. Journal of Economics and International Finance, 7(3), 51-58.
Chicago /
Jamal Agouram and Ghizlane Lakhnati. "Mean-Gini portfolio selection: Forecasting VaR using GARCH models in Moroccan financial market." Journal of Economics and International Finance 7, no. 3 (2015): 51-58.
MLA /
Jamal Agouram and Ghizlane Lakhnati. "Mean-Gini portfolio selection: Forecasting VaR using GARCH models in Moroccan financial market." Journal of Economics and International Finance 7.3 (2015): 51-58.
DOI /
https://doi.org/10.5897/JEIF2014.0630
URL /
https://ftp.academicjournals.org/journal/JEIF/article-abstract/49770CE51552

Copyright © 2024 Author(s) retain the copyright of this article.

This article is published under the terms of the Creative Commons Attribution License 4.0

Back to Vol. 7 No. 3
Back to articles
SUBSCRIBE TO RSS
SUBMIT MANUSCRIPT
CONFERENCES