Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta. Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions. In Ly Hoang Anh, Le Si Dong, Vladik Kreinovich, Nguyen Ngoc Thach, editors, Econometrics for Financial Applications, ECONVN 2018, International Econometric Conference of Vietnam, Ho Chi Minh, Vietnam, 15-16 January, 2018. Volume 760 of Studies in Computational Intelligence, pages 698-711, Springer, 2018. [doi]
Abstract is missing.