keyword Dependence Structure. JEL Classification: C60 ‎/ (1 Article)

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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/ISC (‎26 page(s) - From 990 to 1015 )
Keywords:C61 Conditional Value at Risk portfolio optimization G11 Copula Functions Dependence Structure. JEL Classification: C60

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C61Conditional Value at Riskportfolio optimizationG11Copula Functions

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