Browsing by Subject "Extreme Value Theory"
Now showing items 1-2 of 2
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(2012-02-14)MV is the traditional method to treat international portfolio selection problems, which bases its theory on the assumption of Normal Distribution. However, during economy recession the portfolio return turns out to be a ...
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(2021-07-02)Cryptocurrency and its underlying technology, blockchain, are significantly changing the financial world. One of the critical characteristics of cryptocurrency is its substantial price fluctuations, which means investment ...