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Portfolio optimization with a copula-based extension of conditional value-at-risk

✍ Scribed by Krzemienowski, Adam; Szymczyk, Sylwia

Book ID: 125355390
Publisher: Springer US
Year: 2014
Tongue: English
Weight: 299 KB
Volume: 237
Category: Article
ISSN: 0254-5330
DOI: 10.1007/s10479-014-1625-3

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