"Optimizing Stock Returns Portfolio Using the Dependence Structure Between ..."

Kittawit Autchariyapanitkul et al. (2016)

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DOI: 10.1007/978-3-319-27284-9_20

access: closed

type: Part in Book or Collection

metadata version: 2023-09-30

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Kittawit Autchariyapanitkul, Sutthiporn Piamsuwannakit, Somsak Chanaim, Songsak Sriboonchitta:
Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach. Causal Inference in Econometrics 2016: 319-331

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