Dose Marginal Distribution Require to Be Tested in Copula Method? An Asset Allocation Perspective Based on CVaR Framework

PAN Zhiyuan, SUN Xianchao

Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (2) : 537-552.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2017, Vol. 37 ›› Issue (2) : 537-552. DOI: 10.12341/jssms13082

Dose Marginal Distribution Require to Be Tested in Copula Method? An Asset Allocation Perspective Based on CVaR Framework

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2017, 37(2): 537-552 https://doi.org/10.12341/jssms13082

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