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Journal: J. Risk Financial Manag., 2022
Volume: 15
Number: 482
Article:
The Worst Case GARCH-Copula CVaR Approach for Portfolio Optimisation: Evidence from Financial Markets
Authors:
by
Tahani S. Alotaibi, Luciana Dalla Valle and Matthew J. Craven
Link:
https://www.mdpi.com/1911-8074/15/10/482
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