2016•SSRN Electronic JournalOpen access

Multivariate Dependence Risk and Portfolio Selection: An Application to International Stock Portfolio

Beatrice D. Simo‐Kengne, Kofi Agyarko Ababio, Ur Koumba, Jules Mba

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Key concepts: Portfolio, Multivariate statistics, Selection (genetic algorithm), Stock (firearms), Econometrics, Portfolio optimization, Business, Financial economics

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