Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios
Year of publication: |
2012
|
---|---|
Authors: | Mendes, Beatriz Vaz de Melo ; Marques, Daniel S. |
Published in: |
Emerging Markets Review. - Elsevier, ISSN 1566-0141. - Vol. 13.2012, 4, p. 449-464
|
Publisher: |
Elsevier |
Subject: | Pair-copulas | Optimal financial portfolios | Robust estimation | Rebalancing |
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