A study on equity home bias using vine copula approach
Year of publication: |
2023
|
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Authors: | Garg, Jyoti ; Karmakar, Madhusudan ; Paul, Samit |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 64.2023, p. 1-13
|
Subject: | CVaR | Downside risk | Home bias | Portfolio optimization | Vine copula | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Portfoliodiversifikation | Portfolio diversification | Risikomaß | Risk measure | Systematischer Fehler | Bias | Welt | World |
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