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    Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange

    Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange by Gholamreza Taghizadegan, Gholamreza Zomorodian, Mirfeiz Fallahshams, Rasoul Saadi

    Published 2023-03-01
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