Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios

By Stelios D. Bekiros, Jose Arreola Hernandez, Shawkat Hammoudeh, Duc Khuong Nguyen. 2015

60 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b30a9759c0bd963cdcae0a0f62c7f92d5fc8458b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Kjersti Aas
2. Claudia Czado
3. Eike C. Brechmann

In Finance

1. Kjersti Aas
2. Claudia Czado
3. Eike C. Brechmann

Citations in the corpus

• Pair-Copula Constructions for Financial Applications: A Review (2016, background): “Other papers that shows the usefulness of pair-copula constructions for portfolio optimization are [101–103].”