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Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization

Combinatorics, Algorithms, Probabilistic and Experimental Methodologies Pub Date : 2007-04-07 DOI:10.1007/978-3-540-74450-4_21
M. Bai, Lujie Sun
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引用次数: 18
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Copula和Copula- cvar在多元投资组合优化中的应用
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Combinatorics, Algorithms, Probabilistic and Experimental Methodologies
Combinatorics, Algorithms, Probabilistic and Experimental Methodologies
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