Portfolio optimization with a copula-based extension of conditional value-at-risk
Krzemienowski, Adam, Szymczyk, SylwiaVolume:
237
Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-014-1625-3
Date:
February, 2016
File:
PDF, 299 KB
english, 2016