Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/203330
| Title: | PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS | Authors: | FANG YUTING | Issue Date: | 2013 | Citation: | FANG YUTING (2013). PORTFOLIO OPTIMIZATION VIA COPULA-GARCH-EVT-CVAR MODELS. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/203330 |
| Appears in Collections: | Bachelor's Theses |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| u0903368.pdf | 1.59 MB | Adobe PDF | CLOSED | None |
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