Pages that link to "Item:Q1648677"
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The following pages link to Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677):
Displaying 4 items.
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios (Q2288967) (← links)
- Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)