Canonical vine copulas in the context of modern portfolio management: Are they worth it? - Concepedia

Concepedia

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Canonical vine copulas in the context of modern portfolio management: Are they worth it?

138

Citations

35

References

2013

Year

Rand Kwong Yew Low, Jamie Alcock, Robert W. Faff, Timothy J. Brailsford

Journal of Banking & Finance

Canonical Vine CopulasCopulasModern Portfolio Management

References

	Year	Citations

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