Pages that link to "Item:Q4559325"
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The following pages link to Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence (Q4559325):
Displayed 3 items.
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- A Copula-based Markov Reward Approach to the Credit Spread in the European Union (Q5207796) (← links)
- When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)