Portfolio selection based on predictive joint return distribution
Cuixia Jiang, Xiaoyi Ding, Qifa Xu, Xi Liu and Yezheng Liu
| Year of publication: |
2019
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|---|---|
| Authors: | Jiang, Cuixia ; Ding, Xiaoyi ; Xu, Qifa ; Liu, Yezheng |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 2, p. 196-206
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| Subject: | Portfolio selection | CAViaR | vine copula | D-vine copula-CAViaR | generalized omega ratio | Portfolio-Management | Kapitaleinkommen | Capital income | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1494812 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012160468