A note on the large homogeneous portfolio approximation with the student-t copula
Year of publication: |
2005
|
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Authors: | Schlögl, Lutz ; O'Kane, Dominic |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 4, p. 577-584
|
Subject: | Portfolio-Management | Portfolio selection | Derivat | Derivative | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution |
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