Portfolio Modelling Using the Theory of Copula in Latvian and American Equity Market

Simulation in Wider Europe : 19th European Conference on Modelling and Simulation (ECMS 2005) / ed. by Y.Merkuryev ... [et al.] 2005
Vladimirs Jansons, Konstantins Kozlovskis, Nataļja Lāce

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Keywords
theory of copula, Markowitz's approach, portfolio modelling

Jansons, V., Kozlovskis, K., Lāce, N. Portfolio Modelling Using the Theory of Copula in Latvian and American Equity Market. In: Simulation in Wider Europe : 19th European Conference on Modelling and Simulation (ECMS 2005) / ed. by Y.Merkuryev ... [et al.], Latvia, Riga, 1-4 June, 2005. Nottingham: European Council for Modelling and Simulation, 2005, pp.628-632. ISBN 1842331124.

Publication language
English (en)