Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938)
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scientific article; zbMATH DE number 6873664
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| default for all languages | No label defined |
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| English | Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios |
scientific article; zbMATH DE number 6873664 |
Statements
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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0.7756102681159973
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0.7663126587867737
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0.759019136428833
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0.7518875002861023
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0.74468594789505
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