On the robustness of portfolio allocation under copula misspecification
Crossref DOI link: https://doi.org/10.1007/s10479-016-2137-0
Published Online: 2016-02-16
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Saida, Abdallah Ben
Prigent, Jean-luc
Text and Data Mining valid from 2016-02-16