Eprint first made available on ORBilu (E-prints, Working papers and Research blog)
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas
Jin, Xisong; Lehnert, Thorsten
2011
 

Files


Full Text
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas_2011(10).pdf
Author preprint (2.53 MB)
Request a copy

All documents in ORBilu are protected by a user license.

Send to



Details



Disciplines :
Finance
Author, co-author :
Jin, Xisong ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Lehnert, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas
Publication date :
2011
Available on ORBilu :
since 28 October 2013

Statistics


Number of views
90 (2 by Unilu)
Number of downloads
6 (1 by Unilu)

Bibliography


Similar publications



Contact ORBilu