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Journal Articles Annals of Operations Research Year : 2018

On the robustness of portfolio allocation under copula misspecification

Abdallah Ben Saida
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hal-03679698 , version 1 (27-05-2022)

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Abdallah Ben Saida, Jean-Luc Prigent. On the robustness of portfolio allocation under copula misspecification. Annals of Operations Research, 2018, 262 (2), pp.631-652. ⟨10.1007/s10479-016-2137-0⟩. ⟨hal-03679698⟩
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