Open AccessComparison analysis of copula-based and Markowitz portfolio methods
Author(s) -
Olha Tupko,
Natalia Tupko,
Nataliia Vasil'eva
Publication year - 2016
Publication title -
tehnologìčnij audit ta rezervi virobnictva
Language(s) - English
Resource type - Journals
eISSN - 2312-8372
pISSN - 2226-3780
DOI - 10.15587/2312-8372.2016.75572
Subject(s) - portfolio optimization , copula (linguistics) , portfolio , post modern portfolio theory , modern portfolio theory , econometrics , economics , normality , spectral risk measure , stock (firearms) , risk measure , replicating portfolio , efficient frontier , financial economics , mathematics , statistics , mechanical engineering , engineering