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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/conf/escape/BaiS07>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Lujie_Sun>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Manying_Bai>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2F978-3-540-74450-4%5F21>
foaf:homepage <https://doi.org/10.1007/978-3-540-74450-4_21>
dc:identifier DBLP conf/escape/BaiS07 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2F978-3-540-74450-4%5F21 (xsd:string)
dcterms:issued 2007 (xsd:gYear)
rdfs:label Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Lujie_Sun>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Manying_Bai>
swrc:pages 231-242 (xsd:string)
dcterms:partOf <https://dblp.l3s.de/d2r/resource/publications/conf/escape/2007>
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/conf/escape/BaiS07/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/conf/escape/BaiS07>
rdfs:seeAlso <http://dblp.uni-trier.de/db/conf/escape/escape2007.html#BaiS07>
rdfs:seeAlso <https://doi.org/10.1007/978-3-540-74450-4_21>
swrc:series <https://dblp.l3s.de/d2r/resource/conferences/escape>
dc:subject Copula; CVaR; Portfolio Optimization; GARCH (xsd:string)
dc:title Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:InProceedings
rdf:type foaf:Document