Hedge funds: a copula approach for risk management
Year of publication: |
2004
|
---|---|
Authors: | Geman, Hélyette ; Kharoubi, Cécile |
Published in: |
Risk measures for the 21st century. - Chichester [u.a.] : Wiley, ISBN 0-470-86154-1. - 2004, p. 303-320
|
Subject: | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Hedging | Risikomaß | Risk measure |
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