One More Model Risk When Using Gaussian Copula for Risk Management
Year of publication: |
2009
|
---|---|
Authors: | Morini, Massimo |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
Extent: | 1 Online-Ressource (8 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 25, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1520670 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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