Market-risk optimization among the developed and emerging markets with cvar measure and copula simulation
Year of publication: |
2019
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Authors: | Trabelsi, Nader ; Tiwari, Aviral Kumar |
Subject: | risk management | conditional value-at-risk | copula | portfolio optimization | risk measures | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Schwellenländer | Emerging economies | Messung | Measurement | Theorie | Theory | Risiko | Risk | Simulation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7030078 [DOI] hdl:10419/257916 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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