Some Results on Foreign Equity Portfolio Risk Backtesting via Lévy Ordinary Copula Model Journal title: Journal of Competitiveness Authors: Aleš Kresta, Tomáš Tichý Subject(s):
Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis Journal title: Advances in Mathematical Finance and Applications Authors: Roya Darabi, Mehdi Baghban Subject(s):
Archimedean Copula Estimation Parameter with Kendall Distribution Function Journal title: Cumhuriyet Science journal Authors: Ayşe METIN KARAKAS, Murat KARAKAS, Mine DOGAN Subject(s):
