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  GJR-Copula-CVaR Model for Portfolio Optimization: Evidence for Emerging Stock Markets

  Writer : Nikusokhan، Moien ؛

  Journal:Iranian Economic Reveiw»Autumn 2018 , Volume 22 - Number 4 Ranking Science-Research (Ministry of Science/ISC (‎26 page(s) - From 990 to 1015 )

  Keywords:C61Conditional Value at Riskportfolio optimizationG11Copula FunctionsDependence Structure. JEL Classification: C60

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