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Remarks on a copula-based conditional value at risk for the portfolio problem.
Andres Mauricio Molina Barreto
Naoyuki Ishimura
Published in:
Intell. Syst. Account. Finance Manag. (2023)
Keyphrases
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portfolio selection
portfolio management
decision making
semi parametric
portfolio optimization
joint distribution
dependence structure
random vectors
decision trees
gaussian mixture
database systems
expert systems