Pages that link to "Item:Q3611913"
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The following pages link to Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization (Q3611913):
Displaying 5 items.
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
- Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios (Q2288967) (← links)
- Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (Q2849536) (← links)
- Investigation a dependent generalized compound renewal risk process involving the uniformly bounded copula function (Q6656837) (← links)