Kostadinov, Krassimir Kolev (contributor) - 2006
suggests also a dependence structure which is
quite di erent from the Gaussian. Recent empirical studies indicate that … given in detail, and several simulation studies
and real data examples are presented.
Second, we investigate the portfolio … from the
Gaussian (see Fortin and Kuzmics [56]). In particular, empirical studies like Junker and
May [85] and Malevergne …