Portfolio management with tail dependence

Daniel Reed BergmannEconomics – Business Management Department at FEA-USP, Finance from University of Sao Paulo, Sao Paulo, BrazilCorrespondence[email protected]

http://orcid.org/0000-0003-1567-0229

Jose Roberto Ferreira SavoiaEconomics – Business Management Department at FEA-USP, Finance from University of Sao Paulo, Sao Paulo, Brazil

Claudio Felisoni de AngeloEconomics – Business Management Department at FEA-USP, Finance from University of Sao Paulo, Sao Paulo, Brazil

Eduardo Augusto do Rosário ContaniFinance – Business Management Department at FECAP, Operational Research from University of Londrina, Sao Paulo, Brazil

Fabiana Lopes da SilvaAccounting Department, Accounting from Fipecafi Business School, Sao Paulo, Brazil

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Tri M. Hoang. (2022) Active portfolio management for the emerging and frontier markets: the use of multivariate time series forecasts. Cogent Economics & Finance 10:1.
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Zahraa Abdel-Jabbar Majid & Bashar Ahmed AL. Iraqi. (2023) انموذج تسعير الموجودات الرأسمالية CAPM أطر نظرية وأدلة تجريبية. Tikrit Journal of Administrative and Economic Sciences 18:60, 1, pages 457-471.
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Azra Zaimovic, Adna Omanovic & Almira Arnaut-Berilo. (2021) How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. Journal of Risk and Financial Management 14:11, pages 551.
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Portfolio management with tail dependence

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