The pledge rate research of Copper and Zinc inventory portfolio based on copula-var method
Year of publication: |
2014
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Authors: | Zhou, Li ; Dong, Jing |
Published in: |
Journal of investment and management : JIM. - New York, NY : Science Publishing Group, ISSN 2328-7713, ZDB-ID 2758930-4. - Vol. 3.2014, 2, p. 37-41
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Subject: | Copula | VaR | Inventory Portfolio | Pledge Rate | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Lagerzyklus | Inventory cycle | Lagerhaltungsmodell | Inventory model | Lagermanagement | Warehouse management | Theorie | Theory |
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