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. University of Cape Town.
Chicago Style (17th ed.) CitationDamaseb, W B., and P. Ouwehand. Investigation on the Efficient Frontier Based on CVaR Under Copula Dependence Structure with Applications to South African JSE Stocks. University of Cape Town, 2014.
MLA (8th ed.) CitationDamaseb, W B., and P. Ouwehand. Investigation on the Efficient Frontier Based on CVaR Under Copula Dependence Structure with Applications to South African JSE Stocks. University of Cape Town, 2014.
Warning: These citations may not always be 100% accurate.