Damaseb, W. B., & Ouwehand, P. (2014). Investigation on the efficient frontier based on CVaR under copula dependence structure with applications to South African JSE stocks. Department of Mathematics and Applied Mathematics.
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Chicago Style (17th ed.) Citation
Damaseb, W B., and P. Ouwehand. Investigation on the Efficient Frontier Based on CVaR Under Copula Dependence Structure with Applications to South African JSE Stocks. Department of Mathematics and Applied Mathematics, 2014.
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MLA (9th ed.) Citation
Damaseb, W B., and P. Ouwehand. Investigation on the Efficient Frontier Based on CVaR Under Copula Dependence Structure with Applications to South African JSE Stocks. Department of Mathematics and Applied Mathematics, 2014.
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Warning: These citations may not always be 100% accurate.