Pages that link to "Item:Q2832209"
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The following pages link to Modeling dependent financial assets by dynamic copula and portfolio optimization based on CVaR (Q2832209):
Displaying 6 items.
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization (Q3611913) (← links)
- The design of multiple crop insurance in Indonesia based on revenue risk using the copula model approach (Q5861239) (← links)