Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
| Year of publication: |
2013
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|---|---|
| Authors: | Boubaker, Heni ; Sghaier, Nadia |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 2, p. 361-377
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