On the robustness of portfolio allocation under copula misspecification (Q1615817): Difference between revisions
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Revision as of 04:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the robustness of portfolio allocation under copula misspecification |
scientific article |
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On the robustness of portfolio allocation under copula misspecification (English)
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31 October 2018
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copulas
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portfolio allocation
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Gof-test
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GARCH model
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risk aversion
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loss aversion
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