Article (Scientific journals)
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Lehnert, Thorsten; Jin, Xisong
2018In Dependence Modeling, 6 (1), p. 19-46
Peer reviewed
 

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Disciplines :
Finance
Author, co-author :
Lehnert, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Jin, Xisong;  Banque Centrale du Luxembourg
External co-authors :
no
Language :
English
Title :
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Publication date :
February 2018
Journal title :
Dependence Modeling
Volume :
6
Issue :
1
Pages :
19-46
Peer reviewed :
Peer reviewed
Focus Area :
Finance
Available on ORBilu :
since 04 June 2018

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