Copulas and portfolios in the electric vehicle sector
Year of publication: |
2022
|
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Authors: | Stenšin, Andrej ; Bloznelis, Daumantas |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 15.2022, 3, p. 1-20
|
Publisher: |
Basel : MDPI |
Subject: | portfolio optimization | electric vehicles | copula | vines | expected shortfall | value-at-risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm15030132 [DOI] 1796765252 [GVK] hdl:10419/258855 [Handle] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting ; c58 ; q02 |
Source: |
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