The Use of Archimedean Copulas to Model Portfolio Allocations
Year of publication: |
2002
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---|---|
Authors: | Hennessy, David A. ; Lapan, Harvey E. |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 12.2002, 2, p. 143-154
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Publisher: |
Wiley Blackwell |
Saved in:
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