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Multivariate approximations to portfolio return distribution
Mora-Valencia, Andrés, (2017)
Multivariate dynamic Copula models : parameter estimation and forecast evaluation
Aepli, Matthias Daniel, (2015)
Multivariate downside risk : normal versus variance Gamma
Wallmeier, Martin, (2012)
Time-specific average estimation of dynamic panel regressions
Chu, Ba, (2022)
Recovering copulas from limited information and an application to asset allocation
Chu, Ba, (2011)
Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios
Chu, Ba, (2012)