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Portfolio optimization
Multivariate Verteilung
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Multivariate distribution
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Portfolio selection
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Portfolio-Management
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Virtual currency
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Mathematische Optimierung
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Cryptocurrencies indices
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Differential evolution
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Risiko
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blockchain
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cryptocurrency
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cumulative prospect theory
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differential evolution copula
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dynamic mixture copula
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hazard ratio
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insurance sector
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marginal expected shortfall
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portfolio optimisation
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risk
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Mba, Jules Clement
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Koumba, Ur
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Mwambi, Sutene
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Pindza, Edson
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Financial markets and portfolio management
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A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization
Mba, Jules Clement
;
Pindza, Edson
;
Koumba, Ur
- In:
Financial markets and portfolio management
32
(
2018
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10011952000
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2
A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization
Mba, Jules Clement
;
Mwambi, Sutene
- In:
Financial markets and portfolio management
34
(
2020
)
2
,
pp. 199-214
Persistent link: https://www.econbiz.de/10012289624
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