Showing 21 - 30 of 329
Portfolio risk estimation in volatile markets requires employing fat-tailed models for financial returns combined with copula functions to capture asymmetries in dependence and an appropriate downside risk measure. In this survey, we discuss how these three essential components can be combined...
Persistent link: https://www.econbiz.de/10013134877
Persistent link: https://www.econbiz.de/10004028171
Persistent link: https://www.econbiz.de/10004015731
Persistent link: https://www.econbiz.de/10011523819
Persistent link: https://www.econbiz.de/10009690387
Persistent link: https://www.econbiz.de/10009728412
Persistent link: https://www.econbiz.de/10003642783
Persistent link: https://www.econbiz.de/10012613090
Persistent link: https://www.econbiz.de/10010395223
Persistent link: https://www.econbiz.de/10003797016