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~accessRights:"restricted"
~person:"Berger, Theo"
~person:"Li, Ping"
~subject:"Portfolio selection"
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Portfolio selection
Multivariate Verteilung
8
Multivariate distribution
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Portfolio-Management
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3
Copulas
3
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Berger, Theo
Li, Ping
Hernandez, Jose Arreola
5
Tiwari, Aviral Kumar
5
Sahamkhadam, Maziar
4
Shahzad, Syed Jawad Hussain
4
Ayala, Astrid
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Bedoui, Rihab
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Bouri, Elie
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Janabi, Mazin A. M. al
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Economic modelling
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Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of operational research : EJOR
1
Finance research letters
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Robust portfolio selection based on copula change analysis
Han, Yingwei
;
Li, Ping
;
Li, Jie
;
Wu, Sanmang
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
15
,
pp. 3635-3645
Persistent link: https://www.econbiz.de/10012423664
Saved in:
2
Tail dependence between gold and sectorial stocks in China : perspectives for portfolio diversification
Beckmann, Joscha
;
Berger, Theo
;
Czudaj, Robert
;
Hoang, …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10012041701
Saved in:
3
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Janabi, Mazin A. M. al
;
Hernandez, Jose Arreola
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1121-1131
Persistent link: https://www.econbiz.de/10011695589
Saved in:
4
Dynamic robust portfolio selection with copulas
Han, Yingwei
;
Li, Ping
;
Xia, Yong
- In:
Finance research letters
21
(
2017
),
pp. 190-200
Persistent link: https://www.econbiz.de/10011807775
Saved in:
5
On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
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