Assessing the effect of tail dependence in portfolio allocations
| Year of publication: |
2013
|
|---|---|
| Authors: | Leal, R. P. C. ; Mendes, B. V. M. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 23.2013, 15 (1.8.), p. 1249-1256
|