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subject:"Portfolio selection"
subject:"Theorie"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Cerrato, Mario"
~subject:"Kapitaleinkommen"
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Portfolio selection
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Hyperbolic generalized skewed t copula
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Cerrato, Mario
Farkas, Walter
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Journal of empirical finance
Research paper series / Swiss Finance Institute
International review of financial analysis
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Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
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