Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios |
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Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (English)
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25 May 2018
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finance
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dynamic copulas
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lvar
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dependence structure
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portfolio optimization algorithm
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