to the assessment of financial risk: namely Regular Vine copulas. Dependence modeling using copulas is a popular tool in …. One of the attractions of this approach to risk modelling is the flexibility in the choice of distributions used to model …

portfolio investment strategies. The analysis is undertaken via the examination of multiple investment strategies and a variety … investment hold out period, to analyse a naive 1/N diversification strategy, and to contrast its effectiveness with Markowitz … mean variance analysis with positive weights. Markowitz optimisation is then compared with various down-side investment …

, tradingstrategies and risk management in general. …