Portfolio optimization with a copula-based extension of conditional value-at-risk
Crossref DOI link: https://doi.org/10.1007/s10479-014-1625-3
Published Online: 2014-05-26
Published Print: 2016-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Krzemienowski, Adam
Szymczyk, Sylwia
License valid from 2014-05-26