Wealth management: Modeling the nonlinear dependence

DOI10.3233/AF-170203zbMath1395.91417OpenAlexW2735340135MaRDI QIDQ4586458

Pedro Henrique M. Albuquerque, Mariana Rosa Montenegro

Publication date: 13 September 2018

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/af-170203

zbMATH Keywords

nonlinear dependenceportfolio selectionlocal Gaussian correlation

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices

This page was built for publication: Wealth management: Modeling the nonlinear dependence