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Showing 1 to 1 of 1 for “"mining and energy sectors"”.
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Vine copula modelling of dependence and portfolio optimization with application to mining and energy stock return series from the Australian market
… the dependence risk profile, investment risk and portfolio allocation features of seven 20-stock portfolios from the mining, energy, retail and manufacturing sectors of the Australian market in the context of the 2008-2009 global financial crisis (2008-2009 GFC) and pre-GFC, GFC, post-GFC and …