The Advent of Copulas in Finance
Year of publication: |
2009
|
---|---|
Authors: | Genest, Christian ; Gendron, Michel ; Bourdeau-Brien, Michaƫl |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 15.2009, 7-8, p. 609-618
|
Publisher: |
Taylor & Francis Journals |
Subject: | bibliometry | copula | derivative pricing | portfolio management | risk management |
-
Essays in financial risk management and derivative pricing
Herbener, Michael, (2016)
-
Trabelsi, Nader, (2019)
-
Abdelkafi, Samar Zlitni, (2018)
- More ...
-
The advent of copulas in finance
Genest, Christian, (2009)
-
Risk diversification through expert use
Genest, Christian, (2000)
-
Performance measurement under asymmetric information and investment constraints
Gendron, Michel, (1990)
- More ...