Portfolio Modelling Using the Theory of Copula in Latvian and American Equity Market

Simulation in Wider Europe : 19th European Conference on Modelling and Simulation (ECMS 2005) / ed. by Y.Merkuryev ... [et al.] 2005
Vladimirs Jansons, Konstantins Kozlovskis, Nataļja Lāce

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Atslēgas vārdi
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. No: Simulation in Wider Europe : 19th European Conference on Modelling and Simulation (ECMS 2005) / ed. by Y.Merkuryev ... [et al.], Latvija, Riga, 1.-4. jūnijs, 2005. Nottingham: European Council for Modelling and Simulation, 2005, 628.-632.lpp. ISBN 1842331124.

Publikācijas valoda
English (en)