Reference : Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Ellipti...
E-prints/Working papers : First made available on ORBilu
Business & economic sciences : Finance
Finance
http://hdl.handle.net/10993/33047
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Elliptical Copulas
English
Jin, Xisong [Banque centrale du Luxembourg]
Lehnert, Thorsten mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
2017
No
http://hdl.handle.net/10993/33047

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