Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach.

By Heni Boubaker, N. Sghaier. 2013

115 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/56bbe59220037781d4e42368f81b269255b2b7f5

How researchers see this paper

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In Economics and Econometrics

1. Rong Li
2. Sufang Li
3. Huiming Zhu

In Finance

1. Rong Li
2. Sufang Li
3. Huiming Zhu

Citations in the corpus

• Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns (2014, background): “…non-linear or asymmetrical dependence structure has been reported by several scholars, include Basher and Sadorsky (2006), Broadstock et al.(2012), Boubaker and Sghaier (2013), Chang et al.(2012), Ciner (2001), Cuñado and Pérez de Gracia (2003), El-Sharif et al. (2005), Hammoudeh et al.(2004),…”