Portfolio Optimization under Varying Market Risk Conditions: Copula Dependence and Marginal Value Approaches.
| Autor: | Ahmadi, Zhila, Ghezzani, Hassan Ghodrati, Zaj, Mehdi Madanchi, Jabbari, Hossein, Farzinfar, Aliakbar |
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| Zdroj: | Advances in Mathematical Finance & Applications; 2024, Vol. 9 Issue 1, p321-335, 15p |
| Databáze: | Complementary Index |
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