Portfolio selection with commodities under conditional copulas and skew preferences
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Publication:4683000
DOI10.1080/14697688.2014.935463zbMath1398.62300OpenAlexW3122629612MaRDI QIDQ4683000
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Publication date: 19 September 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2014.935463
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Portfolio theory (91G10)
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Cites Work
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