Wealth management: modeling the nonlinear dependence

DOI10.3233/AF-170203MaRDI QIDQ4586458zbMATH OpenOpenAlexFDO

Authors Mariana Rosa Montenegro, Pedro Henrique M. Albuquerque

Publication date 13 September 2018

Published in Algorithmic Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3233/af-170203

zbMATH Keywords

nonlinear dependenceportfolio selectionlocal Gaussian correlation

Mathematics Subject Classification ID

Portfolio theory (91G10)

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