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~person:"Poddig, Thorsten"
~subject:"Derivative"
~subject:"Multivariate distribution"
~type_genre:"Article in journal"
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Hedge
fund
replication : the asymmetric way
Tancar, Roman
;
Poddig, Thorsten
;
Ballis-Papanastasiou, …
- In:
The journal of alternative investments
15
(
2012/13
)
1
,
pp. 68-84
Persistent link: https://www.econbiz.de/10009573448
Saved in:
2
Modeling extreme returns and asymmetric dependence structures of
hedge
fund
strategies using extreme value theory and copula theory
Viebig, Jan
;
Poddig, Thorsten
- In:
Journal of risk
13
(
2010/11
)
2
,
pp. 23-55
Persistent link: https://www.econbiz.de/10008807871
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