Choosing an optimal investment strategy : the role of robust pair-copulas based portfolios
Beatriz Vaz de Melo Mendes; Daniel S. Maruqes
Year of publication: |
2012
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Authors: | Vaz de Melo Mendes, Beatriz ; Maruqes, Daniel S. |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202X. - Vol. 13.2012, 4, p. 449-464
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