Reference : Large portfolio risk management and optimal portfolio allocation with dynamic ellipti...
Scientific journals : Article
Business & economic sciences : Finance
Finance
http://hdl.handle.net/10993/35825
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
English
Lehnert, Thorsten mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Jin, Xisong [Banque Centrale du Luxembourg]
Feb-2018
Dependence Modeling
6
1
19-46
Yes
International
http://hdl.handle.net/10993/35825

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