International Journal of Nonlinear Analysis and Applications
Author = Alishavandi, Abdullah
Number of Articles: 1
Proposing a portfolio optimization model based on the GARCH-EVT-Copula combined approach
Volume 14, Issue 6, June 2023, Pages 197-210
10.22075/ijnaa.2022.27473.3617
Abdullah Alishavandi; Mehrzad Minouei; Mirfaiz FallahShams; Gholamreza Zomorodian
)