Portfolio optimization using pair-copula constructions Kjersti Aas Rand Kwong Yew Low Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/62/12) Year: 2012 Issue: SAMBA/62/12 Number of pages: 19 Kjersti Aas Research Director SAMBA You are here: Home Publications Report Portfolio optimization using pair-copula constructions