"On the robustness of portfolio allocation under copula misspecification."

Abdallah Ben Saida, Jean-Luc Prigent (2018)

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DOI: 10.1007/S10479-016-2137-0

access: closed

type: Journal Article

metadata version: 2020-08-13

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Abdallah Ben Saida, Jean-Luc Prigent:
On the robustness of portfolio allocation under copula misspecification. Ann. Oper. Res. 262(2): 631-652 (2018)

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