Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization (Q3611913)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization |
scientific article |
Statements
Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization (English)
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3 March 2009
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Copula
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CVaR
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Portfolio Optimization
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GARCH
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