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  Portfolio Optimization under Varying Market Risk Conditions: Copula Dependence and Marginal Value Approaches

  Writer : Ahmadi، Zhila ؛ Ghodrati Ghezaani، Hasan ؛ Madanchi Zaj، Mehdi ؛ Jabbari، Hossein ؛ Farzinfar، Aliakbar ؛

  Journal:Advances in Mathematical Finance and Applications»Winter 2024, Volume 9 - Issue 1 ، الف (Ministry of Science/ISC (‎15 page(s) - From 321 to 335 )

  Keywords:CopulaMarket riskExtreme Value TheoryAsset Portfolio

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