"COBra: Copula-Based Portfolio Optimization."

Marc S. Paolella, Pawel Polak (2018)

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DOI: 10.1007/978-3-319-70942-0_3

access: closed

type: Part in Book or Collection

metadata version: 2021-10-14

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Marc S. Paolella, Pawel Polak:
COBra: Copula-Based Portfolio Optimization. Predictive Econometrics and Big Data 2018: 36-77

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