Portfolio selection based on a simulated copula (Q3583418)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio selection based on a simulated copula |
scientific article; zbMATH DE number 5775481
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio selection based on a simulated copula |
scientific article; zbMATH DE number 5775481 |
Statements
27 August 2010
0 references
performance ratios
0 references
asymmetric \(t\)-copula
0 references
stable distributions
0 references
dynamic measures
0 references
0.7767083048820496
0 references
0.7752108573913574
0 references
0.7735167145729065
0 references
0.7623689770698547
0 references
