Modeling dependent financial assets by dynamic copula and portfolio optimization based on CVaR (Q2832209)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling dependent financial assets by dynamic copula and portfolio optimization based on CVaR |
scientific article |
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Modeling dependent financial assets by dynamic copula and portfolio optimization based on CVaR (English)
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10 November 2016
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dynamic copula
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Conditional Value at Risk (CVaR)
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portfolio optimization
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