Showing 1 - 10 of 10
Copulas offer financial risk managers a powerful tool to model the dependence between the different elements of a portfolio and are preferable to the traditional, correlation-based approach. In this paper we show the importance of selecting an accurate copula for risk management. We extend...
Persistent link: https://www.econbiz.de/10005792215
Persistent link: https://www.econbiz.de/10005194380
Persistent link: https://www.econbiz.de/10005201034
Persistent link: https://www.econbiz.de/10002059646
Persistent link: https://www.econbiz.de/10001791516
Persistent link: https://www.econbiz.de/10003322651
Persistent link: https://www.econbiz.de/10003522947
Persistent link: https://www.econbiz.de/10003355801
Persistent link: https://www.econbiz.de/10007757877
Persistent link: https://www.econbiz.de/10007286053