Results 191 to 200 of about 1,417 (201)
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2018
With the aim of portfolio optimization and management, this article utilizes the Clayton-copula along with copula theory measures. Portfolio-Optimization is one of the activities in investment funds. Thus, it is essential to select an appropriate optimization method. In modern financial analyses, there is growing evidence indicating the distribution of
Darabi, Roya, Baghban, Mehdi
openaire +1 more source
With the aim of portfolio optimization and management, this article utilizes the Clayton-copula along with copula theory measures. Portfolio-Optimization is one of the activities in investment funds. Thus, it is essential to select an appropriate optimization method. In modern financial analyses, there is growing evidence indicating the distribution of
Darabi, Roya, Baghban, Mehdi
openaire +1 more source
Under China’s shift to high-quality financial development, this study explores the tail dependence among media sentiment, investor attention, and stock market returns via the M-Clayton Copula model. Comparative fitting tests show it outperforms single and M-Copula models in depicting asymmetric negative dependence, especially capturing both upper-lower
Liu Jin’e, Yan Ling, Huang Yuanning
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Liu Jin’e, Yan Ling, Huang Yuanning
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On the preservation of copula structure under truncation
Canadian Journal of Statistics, 2005David Oakes
exaly
Ruin estimation in multivariate models with Clayton dependence structure
Scandinavian Actuarial Journal, 2005Claudia Klüppelberg
exaly
Bivariate distributions of group height and length for ocean waves using Copula methods
Coastal Engineering, 2015Sheng Dong, Liujuan Tang
exaly