Portfolio optimization of dynamic Copula models for dependent financial data using change point approach (Q4977309)
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scientific article; zbMATH DE number 6760965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization of dynamic Copula models for dependent financial data using change point approach |
scientific article; zbMATH DE number 6760965 |
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Portfolio optimization of dynamic Copula models for dependent financial data using change point approach (English)
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16 August 2017
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dynamic copula
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change point
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conditional value at risk (CVaR)
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portfolio optimization
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