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Cogent Economics & Finance Volume 8, 2020 - Issue 1
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FINANCIAL ECONOMICS

Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach

Kofi Agyarko Ababio1 PEERC, School of Economics, University of Johannesburg, P. O. Box 524, Auckland Park2006, South AfricaCorrespondence[email protected]
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,
Jules Clement Mba2 Department of Mathematics and Applied Mathematics, University of Johannesburg, P. O. Box 524, Auckland Park2006, South AfricaView further author information
&
Ur Koumba3 Department of Mathematics and Applied Mathematics, University of the Free State, Free State, South AfricaView further author information
|
Lau Evan4 Department of Economics, Universiti Malaysia Sarawak, MalaysiaView further author information
(Reviewing editor)
Article: 1780838 | Received 17 Feb 2020, Accepted 28 May 2020, Published online: 18 Jun 2020

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Ashis Kumar Pradhan, Ishan Mittal & Aviral Kumar Tiwari. (2021) Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation. Macroeconomics and Finance in Emerging Market Economies 14:3, pages 291-307.
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Articles from other publishers (3)

Herve M. Tenkam, Jules C. Mba & Sutene M. Mwambi. (2022) Optimization and Diversification of Cryptocurrency Portfolios: A Composite Copula-Based Approach. Applied Sciences 12:13, pages 6408.
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Jules Clément Mba, Kofi Agyarko Ababio & Samuel Kwaku Agyei. (2022) Markowitz Mean-Variance Portfolio Selection and Optimization under a Behavioral Spectacle: New Empirical Evidence. International Journal of Financial Studies 10:2, pages 28.
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Mario I. Contreras-Valdez, José Antonio Núñez & Guillermo Benavides Perales. (2022) Bitcoin in Portfolio Selection: A Multivariate Distribution Approach. SAGE Open 12:2, pages 215824402210961.
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