Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth it? - Concepedia

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Publication | Open Access

Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth it?

DOI Full Paper Access

26

Citations

11

References

2011

Year

Rand Kwong Yew Low, Jamie Alcock

SSRN Electronic Journal

Canonical Vine CopulasCopulasModern Portfolio Management

References

	Year	Citations

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