On the robustness of portfolio allocation under copula misspecification
Year of publication: |
March 2018
|
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Authors: | Ben Saida, Abdallah ; Prigent, Jean-Luc |
Published in: |
Risk management decisions and wealth management in financial economics. - New York, NY, USA : Springer. - 2018, p. 631-652
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Robustes Verfahren | Robust statistics | Kapitaleinkommen | Capital income | Modellierung | Scientific modelling |
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