Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins

Shekhar Chirag, Trede Mark

Cite as

Shekhar, C., & Trede, M. (2017). Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins. Review of Economics and Finance, 9(3), 71–83.

Details

Publication type
Research article (journal)

Peer reviewed
Yes

Publication status
Published

Year
2017

Journal
Review of Economics and Finance

Volume
9

Issue
3

Start page
71

End page
83

Language
English