Showing 1 - 10 of 545,575
Persistent link: https://www.econbiz.de/10012795788
Persistent link: https://www.econbiz.de/10011807775
Persistent link: https://www.econbiz.de/10012423664
Using data from the S&P 500 stocks from 1990 to 2015, we address the uncertainty of distribution of assets' returns in Conditional Value-at-Risk (CVaR) minimization model by applying multidimensional mixed Archimedean copula function and obtaining its robust counterpart. We implement a dynamic...
Persistent link: https://www.econbiz.de/10012931953
Persistent link: https://www.econbiz.de/10013440253
Persistent link: https://www.econbiz.de/10013502668
Persistent link: https://www.econbiz.de/10014547968
Persistent link: https://www.econbiz.de/10011443808
Persistent link: https://www.econbiz.de/10012649582
Persistent link: https://www.econbiz.de/10009777123