1 The Use of Archimedean Copulas to Model Portfolio Allocations

David A. Hennessy, Harvey E. Lapan

Mathematical Finance

Volume 12, Issue 2, pages 143–154, April 2002

http://onlinelibrary.wiley.com/doi/10.1111/1467-9965.00136/abstract;jsessionid=5E821C877762CFCBB0A814C637D35697.d01t03?deniedAccessCustomisedMessage=&userIsAuthenticated=false

2 Applications of copula-based models in portfolio optimization

by Xu, Yue, Ph.D., UNIVERSITY OF MIAMI, 2005, 148 pages; 3168691

http://gradworks.umi.com/31/68/3168691.html