Pages that link to "Item:Q1615817"
From MaRDI portal
The following pages link to On the robustness of portfolio allocation under copula misspecification (Q1615817):
Displaying 4 items.
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
- Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
