Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange
Year of publication: |
[2022]
|
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Authors: | Dao, Binh |
Publisher: |
[S.l.] : SSRN |
Subject: | Vietnam | Viet Nam | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Simulation | Börse | Bourse |
Extent: | 1 Online-Ressource (14 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Investment Management and Financial Innovations, Volume 18, Issue 2, 2021 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 7, 2021 erstellt |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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