A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market
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References listed on IDEAS
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- Babaei, Sadra & Sepehri, Mohammad Mehdi & Babaei, Edris, 2015. "Multi-objective portfolio optimization considering the dependence structure of asset returns," European Journal of Operational Research, Elsevier, vol. 244(2), pages 525-539.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-19 (All new papers)
- NEP-CIS-2011-02-19 (Confederation of Independent States)
- NEP-ECM-2011-02-19 (Econometrics)
- NEP-ETS-2011-02-19 (Econometric Time Series)
- NEP-FMK-2011-02-19 (Financial Markets)
- NEP-MST-2011-02-19 (Market Microstructure)
- NEP-RMG-2011-02-19 (Risk Management)
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