A study on modeling the dynamics of statistically dependent returns
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
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1. Vine copula‐based scenario tree generation approaches for portfolio optimization;Journal of Forecasting;2024-03-05
2. A multistage stochastic programming framework for cardinality constrained portfolio optimization;Numerical Algebra, Control & Optimization;2017
3. Multistage portfolio optimization with stocks and options;International Transactions in Operational Research;2015-04-30
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