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Portfolio optimisation under copula-based scenarios

Rungnapa Opartpunyasarn
Year of publication:
[2024]
Authors: Rungnapa Opartpunyasarn
Publisher: [Bangkok] : [Faculty of Economics, Thammasat University]
Subject: international portfolio | currency overlay | regular-vine copula | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Portfolio-Investition | Foreign portfolio investment | Währungsrisiko | Exchange rate risk
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