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Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas
JIN, Xisong
;
LEHNERT, Thorsten
2011
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https://hdl.handle.net/10993/9556
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Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas_2011(10).pdf
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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
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