Tail dependence between gold and sectorial stocks in China : perspectives for portfolio diversification
Year of publication: |
2017
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Authors: | Beckmann, Joscha ; Berger, Theo ; Czudaj, Robert ; Hoang, Thi Hong Van |
Publisher: |
Chemnitz, Germany : University of Technology, Faculty of Economics and Business Administration |
Subject: | Shanghai Gold Exchange | Chinese sectorial stocks | oil | copulas | portfolio implications | China | Portfolio-Management | Portfolio selection | Gold | Multivariate Verteilung | Multivariate distribution | Aktienmarkt | Stock market | Shanghai | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 36 Seiten) Illustrationen |
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Series: | Chemnitz economic papers. - Chemnitz, Germany : Technische Universität Chemnitz, Faculty of Economics and Business Administration, ZDB-ID 2914255-6. - Vol. no. 012 (July 2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/170672 [Handle] |
Classification: | G11 - Portfolio Choice ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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