On the robustness of portfolio allocation under copula misspecification

Abdallah Ben Saida and Jean-Luc Prigent

Post-Print from HAL

Date: 2018-03
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Published in Annals of Operations Research, 2018, 262 (2), pp.631-652. ⟨10.1007/s10479-016-2137-0⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: On the robustness of portfolio allocation under copula misspecification (2018)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03679698

DOI: 10.1007/s10479-016-2137-0

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().