Optimization of Financial Asset Portfolio Using GARCH-EVT-Copula-CVaR Model

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Optimization of Financial Asset Portfolio Using GARCH-EVT-Copula-CVaR Model"
written by Immaculate Ngina Kyalo, Cyprian O. Omari, Anthony Ngunyi,
published by Journal of Mathematical Finance, Vol.15 No.3, 2025

has been cited by the following article(s):

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[1]	A CVaR-Based Black–Litterman Model with Macroeconomic Cycle Views for Optimal Asset Allocation of Pension Funds Mathematics, 2025 DOI:10.3390/math13244034