Sukrit Thongkairat, Woraphon Yamaka, Nopasit Chakpitak. Portfolio Optimization of Stock, Oil and Gold Returns: A Mixed Copula-Based Approach. In Vladik Kreinovich, Songsak Sriboonchitta, editors, Structural Changes and their Econometric Modeling. Volume 808 of Studies in Computational Intelligence, pages 474-487, Springer, 2019. [doi]
Abstract is missing.