Portfolio selection with stock, gold and bond in Thailand under vine copulas functions
© 2018, Springer International Publishing AG. The paper aims to measure the risk and find the optimal weights of portfolio containing three instruments: Stock Exchange of Thailand, Thai Baht gold, and Treasury 10-year bond yield. The study employs the C-D vine copulas approach to construct the depen...
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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=85038845507&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58530 |
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| 機構: | Chiang Mai University |