Keywords theory of copula, Markowitz's approach, portfolio modelling
Jansons, V., Kozlovskis, K., Lāce, N. Portfolio Modelling Using the Theory of Copula in Latvian and American Equity Market. In: Simulation in Wider Europe : 19th European Conference on Modelling and Simulation (ECMS 2005) / ed. by Y.Merkuryev ... [et al.], Latvia, Riga, 1-4 June, 2005. Nottingham: European Council for Modelling and Simulation, 2005, pp.628-632. ISBN 1842331124.
Publication language English (en)
Publication Type Full-text conference paper published in conference proceedings indexed in SCOPUS or WOS database
Funding for basic activity Unknown
Field of research 5. Social sciences
Sub-field of research 5.2 Economics and Business
ID: 7560
Citation count
0
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