Portfolio optimization using copulas
Year of publication: |
December 2012
|
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Authors: | Bohdalová, Mária ; Greguš, Michal |
Published in: |
Selected papers July 2012 Business & Economics Society International Conference ; Volume 2. - Worcester, MA, USA : B & ESI, Business & Economics Society International. - 2012, p. 120-126
|
Subject: | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
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