Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach
Crossref DOI link: https://doi.org/10.1007/s10614-021-10167-w
Published Online: 2021-09-07
Published Print: 2022-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kouaissah, Noureddine https://orcid.org/0000-0002-8404-7863
Ortobelli Lozza, Sergio
Jebabli, Ikram
Funding for this research was provided by:
Grantová Agentura České Republiky (20-16764S,)
Text and Data Mining valid from 2021-09-07
Version of Record valid from 2021-09-07
Article History
Accepted: 15 July 2021
First Online: 7 September 2021