Work

Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach

Year: 2012

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2012.09.006

Authors: Heni Boubaker, Nadia Sghaier

Institutions: Aix-Marseille Université, Aix-Marseille Sciences Economiques, IPAG Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2069936503

FWCI: 9.04

Cites: 88

Cited by: 106

Related to: 10