Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios

✍ Scribed by Beatriz Vaz de Melo Mendes; Daniel S. Marques

• Book ID: 119236266
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 785 KB
• Volume: 13
• Category: Article
• ISSN: 1566-0141
• DOI: 10.1016/j.ememar.2012.07.005