Optimal Allocation of High Dimensional Assets through Canonical Vines

Publisher:
Springer
Publication Type:
Conference Proceeding
Citation:
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:
2013-01
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Canonical Vine, Mean Variance Criterion, Financial Return.
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