Mehdi Baghban
Department of Accounting, South Tehran Branch, Islamic Azad University, Tehran, Iran.
[ 1 ] - Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis
With the aim of portfolio optimization and management, this article utilizes the Clayton-copula along with copula theory measures. Portfolio-Optimization is one of the activities in investment funds. Thus, it is essential to select an appropriate optimization method. In modern financial analyses, there is growing evidence indicating the distribution of proceeds of financial properties is not cu...
نویسندگان همکار