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Persistent link: https://www.econbiz.de/10010543036
We outline a method of portfolio selection incorporating asymmetric dependency structures using copula functions. Assuming normally distributed marginal returns, we illustrate how asymmetric return correlations affect the efficient frontier and subsequent portfolio performance under a dynamic...
Persistent link: https://www.econbiz.de/10005659135
We examine the role that secondary mathematics plays in the performance of students in introductory business courses. Students who pass more advanced secondary mathematics subjects perform significantly better in introductory business courses. This 'mathematics effect' is significantly stronger...
Persistent link: https://www.econbiz.de/10005659144