Portfolio construction incorporating asymmetric dependence...

Portfolio construction incorporating asymmetric dependence structures: a user's guide

Anthony Hatherley, Jamie Alcock
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Volume:
47
Year:
2007
Language:
english
Pages:
26
DOI:
10.1111/j.1467-629x.2007.00219.x
File:
PDF, 446 KB
english, 2007
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