PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS

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Bibliographic Details
Main Author:	FANG YUTING
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203330
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203330
record_format	dspace
spelling	sg-nus-scholar.10635-2033302021-10-15T01:10:58Z PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS FANG YUTING MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T00:52:37Z 2021-10-15T00:52:37Z 2013 FANG YUTING (2013). PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203330
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 FANG YUTING
author	FANG YUTING
spellingShingle	FANG YUTING PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS
author_sort	FANG YUTING
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/10635/203330
_version_	1715201259619745792

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