Portfolio management with tail dependence
Year of publication: |
2018
|
---|---|
Authors: | Bergmann, Daniel Reed ; Savoia, José Roberto Ferreira ; Angelo, Claudio F. de ; Contani, Eduardo Augusto do Rosário ; Silva, Fabiana Lopes da |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 51, p. 5510-5520
|
Subject: | asset allocation | Copula | tail dependence | Theorie | Theory | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Kapitaleinkommen | Capital income |
-
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan, (2021)
-
Quantifying the non-Gaussian gain
Allen, David, (2024)
-
Ergen, Ibrahim, (2014)
- More ...
-
A study on the attributes involved in the hedonic pricing of Brazilian clothing
Mandotti, Elaine, (2019)
-
Does better corporate governance increase operational performance?
Peris, Renata Wandroski, (2017)
-
An analysis of "sell in May and go away" strategy in Latin American stock markets
Almeida, Juliano Ribeiro de, (2022)
- More ...