A study of a dynamic portfolio selection model based on a complex copula function (Q5382164)
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scientific article; zbMATH DE number 7071758
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| English | A study of a dynamic portfolio selection model based on a complex copula function |
scientific article; zbMATH DE number 7071758 |
Statements
21 June 2019
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method of weighted mean
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complex copula function
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portfolio selection model
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0.7950133085250854
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0.775149941444397
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0.7714216709136963
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0.7645134925842285
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0.758904218673706
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