Optimal Allocation of High Dimensional Assets through Canonical Vines
- Publication Type:
- Conference Proceeding
- Advances in Knowledge Discovery and Data Mining: 17th Pacific-Asia Conference, PAKDD 2013, Gold Coast, Australia, April 14-17, 2013, Proceedings, Part I, 2013, 7818 (1), pp. 366 - 377
- Issue Date:
Canonical Vine, Mean Variance Criterion, Financial Return.
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