Choosing an optimal investment strategy: The role of robust...

Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios

Beatriz Vaz de Melo Mendes, Daniel S. Marques
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Volume:
13
Year:
2012
Language:
english
DOI:
10.1016/j.ememar.2012.07.005
File:
PDF, 785 KB
english, 2012
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