Portfolio optimization of dynamic Copula models for dependent financial data using change point approach

KIZILOK KARA, Emel; ACIK KEMALOGLU, Sibel2019-04-222019-04-221303-5991http://hdl.handle.net/20.500.12575/61294https://doi.org/10.1501/Commua1_0000000768Portfolio optimization of dynamic Copula models for dependent financial data using change point approach175188