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  Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis

  Writer : Darabi، Roya ؛ Baghban، Mehdi ؛

  Journal:Advances in Mathematical Finance and Applications»Winter 2018, Volume 3 - Issue 1 ISC (‎19 page(s) - From 33 to 51 )

  Keywords:Utility Functionportfolio optimizationCopula FunctionCopula Clayton

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