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Articles by keyword stock portfolio
Modeling of multidimensional asset structure in the portfolio optimization based on copulas

U.A. Bachaev1, N.V. Grineva2

1 National Research University Higher School of Economics (HSE) (Moscow, Russia)

2 Financial University under the Government of the Russian Federation (Moscow, Russia)

1 uabachaev@edu.hse.ru, 2 ngrineva@fa.ru