Youpo Huang
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Person:2824472
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Multifractal model of portfolio optimization and its empirical analysis Journal of Systems Science and Mathematical Sciences | 2016-10-06 | Paper |
| Portfolio quantile forecasts based on vine copula and realized GARCH Journal of Systems Engineering | 2016-10-06 | Paper |
| A vine copula approach to measure portfolio credit risk | 2014-06-30 | Paper |
Research outcomes over time
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