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Portfolio optimization based on forecasting models using vine copulas
Data and Resources
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Original MetadataJSON
The json representation of the dataset with its distributions based on DCAT.
Cite this as
Maziar Sahamkhadama, Andreas Stephan (2024). Dataset: Portfolio optimization based on forecasting models using vine copulas. https://doi.org/10.57702/bdt4d3jb
DOI retrieved: December 16, 2024
Additional Info
| Field | Value |
|---|---|
| Created | December 16, 2024 |
| Last update | December 16, 2024 |
| Defined In | https://doi.org/10.48550/arXiv.1912.10328 |
| Author | Maziar Sahamkhadama |
| More Authors |
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| Homepage | https://doi.org/10.1016/j.jfinstab.2019.03.005 |