PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS

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Bibliographic Details
Main Author:	GAO NAN
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203324
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203324
record_format	dspace
spelling	sg-nus-scholar.10635-2033242021-10-15T01:10:58Z PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS GAO NAN MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T00:52:34Z 2021-10-15T00:52:34Z 2013 GAO NAN (2013). PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203324
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS GAO NAN
author	GAO NAN
spellingShingle	GAO NAN PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS
author_sort	GAO NAN
title	PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS
title_short	PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS
title_full	PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS
title_fullStr	PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS
title_full_unstemmed	PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS
title_sort	portfolio optimization via copula-garch-evt-cvar models
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203324
_version_	1715201258594238464

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