A new method for dynamic portfolio choice based on copulas

Qifa Xu, Shaojie Liu, Jingdong Liu. A new method for dynamic portfolio choice based on copulas. In Sixth International Conference on Natural Computation, ICNC 2010, Yantai, Shandong, China, 10-12 August 2010. pages 2729-2733, IEEE, 2010. [doi]

Authors

Qifa Xu

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Shaojie Liu

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Jingdong Liu

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