Portfolio optimization using copulas
Mária Bohdalová & Michal Greguš
| Year of publication: |
December 2012
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|---|---|
| Authors: | Bohdalová, Mária ; Greguš, Michal |
| Published in: |
Selected papers July 2012 Business & Economics Society International Conference ; Volume 2. - Worcester, MA, USA : B & ESI, Business & Economics Society International. - 2012, p. 120-126
|
| Subject: | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011937164