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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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