Jittima Singvejsakul, Chukiat Chaiboonsri, Songsak Sriboonchitta. The Dependence Structure and Portfolio Optimization in Economic Cycles: An Application in ASEAN Stock Market. In Hirosato Seki, Canh Hao Nguyen, Van-Nam Huynh, Masahiro Inuiguchi, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 7th International Symposium, IUKM 2019, Nara, Japan, March 27-29, 2019, Proceedings. Volume 11471 of Lecture Notes in Computer Science, pages 161-171, Springer, 2019. [doi]
@inproceedings{SingvejsakulCS19,
title = {The Dependence Structure and Portfolio Optimization in Economic Cycles: An Application in ASEAN Stock Market},
author = {Jittima Singvejsakul and Chukiat Chaiboonsri and Songsak Sriboonchitta},
year = {2019},
doi = {10.1007/978-3-030-14815-7_14},
url = {https://doi.org/10.1007/978-3-030-14815-7_14},
researchr = {https://researchr.org/publication/SingvejsakulCS19},
cites = {0},
citedby = {0},
pages = {161-171},
booktitle = {Integrated Uncertainty in Knowledge Modelling and Decision Making - 7th International Symposium, IUKM 2019, Nara, Japan, March 27-29, 2019, Proceedings},
editor = {Hirosato Seki and Canh Hao Nguyen and Van-Nam Huynh and Masahiro Inuiguchi},
volume = {11471},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-14815-7},
}