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Portfolio Optimization via Pair Copula-GARCH-EVT-CVaR Model

✍ Scribed by Ling Deng; Chaoqun Ma; Wenyu Yang

Book ID: 113901483
Publisher: Elsevier
Year: 2011
Weight: 478 KB
Volume: 2
Category: Article
ISSN: 2211-3819
DOI: 10.1016/j.sepro.2011.10.020

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