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Innovative Multicurrency Portfolio Optimization Using Copula-Based Scenarios |
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| รหัสดีโอไอ | |
| Creator | Rungnapa Opartpunyasarn |
| Title | Innovative Multicurrency Portfolio Optimization Using Copula-Based Scenarios |
| Publisher | Research Administration Division |
| Publication Year | 2567 |
| Journal Title | Thammasat Review |
| Journal Vol. | 27 |
| Journal No. | 2 |
| Page no. | 32-51 |
| Keyword | International portfolio, Currency overlay, Regular-vine copula |
| URL Website | https://sc01.tci-thaijo.org/index.php/tureview/article/view/240840 |
| Website title | ThaiJo2 |
| ISSN | 0859-5747 |
