Optimal capital allocation with copulas (Q4590842)

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scientific article; zbMATH DE number 6810314
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English
Optimal capital allocation with copulas
scientific article; zbMATH DE number 6810314

    Statements

    title
    Optimal capital allocation with copulas (English)
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    author
    Wei Zou
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    Jie Hua Xie
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    publication date
    20 November 2017
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    zbMATH Keywords
    optimal capital allocation
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    tail mean-variance
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    copula
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62H05
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    62P05
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    zbMATH DE Number
    6810314
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    OpenAlex ID
    W2514663440
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