Canonical Vine Copulas in the Context of Modern Portfolio...

  • Main
  • 2011
  • Canonical Vine Copulas in the Context of Modern Portfolio...
SSRN Electronic Journal 2011

Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth it?

Low, Rand Kwong Yew, Alcock, Jamie, Brailsford, Timothy, Faff, Robert W.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Year:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1928805
File:
PDF, 2.64 MB
english, 2011
Conversion to is in progress
Conversion to is failed