Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Applied Mathematical Finance
سال: 2018
ISSN: 1350-486X,1466-4313
DOI: 10.1080/1350486x.2018.1492347