Audrone Virbickaite

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Portfolio Selection

Robust Optimization

Top Venues

Comput. Stat. Data Anal.

Publications

Audrone Virbickaite, María Concepción Ausín, Pedro Galeano
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection. Comput. Stat. Data Anal. 100 (2016)