Optimal Expected-Shortfall Portfolio Selection with...

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Applied Mathematical Finance 2018 / 07

Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence

Gijbels, Irène, Herrmann, Klaus
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Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486x.2018.1492347
Date:
July, 2018
File:
PDF, 3.82 MB
english, 2018
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