@inbook{publication-19981, address={Cham}, author={Paolella, Marc S and Polak, Pawel}, booktitle={Predictive Econometrics and Big Data}, doi={10.1007/978-3-319-70942-0_3}, editor={Kreinovich, Vladik and Sriboonchitta, Songsak and Chakpitak, Nopasit}, isbn={978-3-319-70941-3}, number=753, pages={36-77}, publisher={Springer International Publishing}, series={Studies in Computational Intelligence}, title={COBra: Copula-Based Portfolio Optimization}, year=2018, }