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Time series clustering on lower tail dependence for portfolio selection. (English) Zbl 1418.91463

Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10–12, 2012. Cham: Springer. 131-140 (2014).
MSC:  91G10 62P05 62M10
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