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~isPartOf:"Computational economics"
~person:"Deng, Xue"
~person:"Liang, Ying"
~subject:"Portfolio selection"
~subject:"Robustes Verfahren"
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Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
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