| Dynamic robust portfolio selection with copulas | |
| Han, Yingwei; Li, Ping; Xia, Yong | |
| 刊名 | FINANCE RESEARCH LETTERS
 |
| 2017 | |
| 卷号 | 21页码:190-200 |
| 关键词 | Conditional value-at-Risk Robust optimization DCC Copulas Copula-GARCH Asymmetry |
| ISSN号 | 1544-6123 |
| DOI | 10.1016/j.frl.2016.12.008 |
| URL标识 | 查看原文 |
| 收录类别 | SSCI |
| WOS记录号 | WOS:000400220500028 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5939786 |
| 专题 | 北京航空航天大学 |
| 推荐引用方式 GB/T 7714 | Han, Yingwei,Li, Ping,Xia, Yong. Dynamic robust portfolio selection with copulas[J]. FINANCE RESEARCH LETTERS,2017,21:190-200. |
| APA | Han, Yingwei,Li, Ping,&Xia, Yong.(2017).Dynamic robust portfolio selection with copulas.FINANCE RESEARCH LETTERS,21,190-200. |
| MLA | Han, Yingwei,et al."Dynamic robust portfolio selection with copulas".FINANCE RESEARCH LETTERS 21(2017):190-200. |
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