Department of Economics and Business Economics

Portfolio Optimisation Under Flexible Dynamic Dependence Modelling

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Portfolio Optimisation Under Flexible Dynamic Dependence Modelling. / Catania, Leopoldo; Bernardi, Mauro.

In: Journal of Empirical Finance, Vol. 48, No. September, 2018, p. 1-18.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Catania, L & Bernardi, M 2018, 'Portfolio Optimisation Under Flexible Dynamic Dependence Modelling', Journal of Empirical Finance, vol. 48, no. September, pp. 1-18. https://doi.org/10.1016/j.jempfin.2018.05.002

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Author

Catania, Leopoldo ; Bernardi, Mauro. / Portfolio Optimisation Under Flexible Dynamic Dependence Modelling. In: Journal of Empirical Finance. 2018 ; Vol. 48, No. September. pp. 1-18.

Bibtex

@article{e264a8cfa4e1488e8ba8d75947cd0d20,
title = "Portfolio Optimisation Under Flexible Dynamic Dependence Modelling",
author = "Leopoldo Catania and Mauro Bernardi",
year = "2018",
doi = "10.1016/j.jempfin.2018.05.002",
language = "English",
volume = "48",
pages = "1--18",
journal = "Journal of Empirical Finance",
issn = "0927-5398",
publisher = "Elsevier BV",
number = "September",

}

RIS

TY - JOUR

T1 - Portfolio Optimisation Under Flexible Dynamic Dependence Modelling

AU - Catania, Leopoldo

AU - Bernardi, Mauro

PY - 2018

Y1 - 2018

U2 - 10.1016/j.jempfin.2018.05.002

DO - 10.1016/j.jempfin.2018.05.002

M3 - Journal article

VL - 48

SP - 1

EP - 18

JO - Journal of Empirical Finance

JF - Journal of Empirical Finance

SN - 0927-5398

IS - September

ER -