Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis
Subject Areas : Financial AccountingRoya Darabi 1 , Mehdi Baghban 2
1 - Department of Accounting, South Tehran Branch, Islamic Azad University, Tehran, Iran.
2 - Department of Accounting, South Tehran Branch, Islamic Azad University, Tehran, Iran.
Keywords:
Abstract :
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