Efficient frontier of global healthcare portfolios using high dimensions of copula models
© Springer International Publishing Switzerland 2016. This paper aims to find the optimal Global Healthcare Portfolios at different levels of risks and returns to obtain the efficient frontier. The risks are measured by expected shortfall. The dependency of selected stocks in portfolios cannot be ig...
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| Main Authors: | , , , |
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| 格式: | Book Series |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952700783&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55587 |
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| 機構: | Chiang Mai University |