Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach (Q2700536)
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scientific article; zbMATH DE number 7679712
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| English | Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach |
scientific article; zbMATH DE number 7679712 |
Statements
Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach (English)
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27 April 2023
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COGARCH
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differential evolution
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Levy process
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portfolio optimization
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regular vine copula
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