Hedging asymmetric dependence
Year of publication: |
2018
|
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Authors: | Hatherley, Anthony |
Published in: |
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns. - Chichester, West Sussex, United Kingdom : Wiley, ISBN 978-1-119-28901-2. - 2018, p. 110-132
|
Subject: | Hedging | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Theorie | Theory |
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