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"Portfolio optimization with a copula-based extension of conditional ..."

Adam Krzemienowski, Sylwia Szymczyk (2016)

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DOI: 10.1007/S10479-014-1625-3

access: open

type: Journal Article

metadata version: 2020-08-13

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  dblp key:
  - journals/anor/KrzemienowskiS16
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  - https://dblp.org/rec/journals/anor/KrzemienowskiS16
Adam Krzemienowski, Sylwia Szymczyk:
Portfolio optimization with a copula-based extension of conditional value-at-risk. Ann. Oper. Res. 237(1-2): 219-236 (2016)

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