Portfolio Selection with Commodities Under Conditional Copulas and Skew Preferences
Year of publication: |
2014
|
---|---|
Authors: | G. Pedraz, Carlos |
Other Persons: | Moreno, Manuel (contributor) ; Peña, Juan Ignacio (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Präferenztheorie | Theory of preferences | Risikomaß | Risk measure | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance (Forthcoming) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 17, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2041465 [DOI] |
Classification: | c46 ; G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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