Sökning: "Maziar Sahamkhadam"
Hittade 1 avhandling innehållade orden Maziar Sahamkhadam.
1. Copula-based Portfolio Optimization
Sammanfattning : This thesis studies and develops copula-based portfolio optimization. The overall purpose is to clarify the effects of copula modeling for portfolio allocation andsuggest novel approaches for copula-based optimization. The thesis is a compilation of five papers. LÄS MER
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