Open AccessSearch for the optimal branching structure from paired copulas when forming an investment portfolio
Author(s) -
E.G. Knyazeva,
V.A. Tatyannikov,
D.V. Kandaurov
Publication year - 2019
Language(s) - English
Resource type - Conference proceedings
DOI - 10.2991/iscde-19.2019.33
Subject(s) - branching (polymer chemistry) , portfolio , copula (linguistics) , computer science , investment (military) , econometrics , mathematical optimization , artificial intelligence , mathematics , economics , financial economics , materials science , politics , political science , law , composite material