Multi-period portfolio optimization : a differential evolution copula-based approach

Thesis

Open access

Jules Clement Mba

MCom, University of Johannesburg

2019

Handle:

https://hdl.handle.net/10210/295977

Abstract

Copulas (Mathematical statistics)

Data encryption (Computer science)

Econometrics

Algorithms

Finance - Mathematical models

Please refer to full text to view abstract. M.Com. (Financial Economics)

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Title: Multi-period portfolio optimization : a differential evolution copula-based approach
Creators - without role: Jules Clement Mba
Contributors - without role: Q.G. Wang
Awarding Institution: University of Johannesburg; MCom
Theses and Dissertations: MCom, University of Johannesburg
Identifiers: 999879007691
Copyright: University of Johannesburg
Academic Unit: Department of Economic and Econometrics
Resource Type: Thesis