[PDF][PDF] Portfolio risks of bivariate financial returns using copula-VaR approach: A case study on Malaysia and US stock markets
R Ab Razak, N Ismail - Global journal of pure and applied …, 2016 - researchgate.net
The recent financial turmoil which causes the financial markets to react in a nonlinear way
has led to a renewed interest in the modeling of portfolio dependence and risk. Risk can be …
has led to a renewed interest in the modeling of portfolio dependence and risk. Risk can be …
The dependence of Islamic and conventional stocks: A copula approach
Recent studies have found that Islamic stocks are dependent on conventional stocks and
they appear to be more risky. In Asia, particularly in Islamic countries, research on …
they appear to be more risky. In Asia, particularly in Islamic countries, research on …
The Course Construction of Case Analysis of Financial Engineering
X Sui, S Wang, J Wang, B Fu - 2018 4th International Conference …, 2018 - atlantis-press.com
In recent years, the competitions among financial institutions have become more and more
intense. In such a case, financial institutions' demands for talented persons with solid …
intense. In such a case, financial institutions' demands for talented persons with solid …