GustavoAlovisi/cvar_portfolio_optim GustavoAlovisi/cvar_portfolio_optim

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  • Created almost 4 years ago
  • Updated over 3 years ago
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GustavoAlovisi/cvar_portfolio_optim
github

GustavoAlovisi

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Repository Details

ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.

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