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Dr. Tahani S Alotaibi
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Cited by
Cited by
Year
The worst case GARCH-copula CVaR approach for portfolio optimisation: Evidence from financial markets
TS Alotaibi, L Dalla Valle, MJ Craven
Journal of Risk and Financial Management 15 (10), 482, 2022
32022
Efficient frontiers in portfolio optimisation with minimum proportion constraints
TS Alotaibi, MJ Craven
Proceedings of the Genetic and Evolutionary Computation Conference Companion …, 2019
12019
Portfolio Optimisation Using Genetic Algorithms and Copula Financial Models
T Alotaibi
University of Plymouth, 2022
2022
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Articles 1–3