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Measuring financial risks with copulas
Vaz de Melo Mendes, Beatriz; Martins de Souza, Rafael - In: International Review of Financial Analysis 13 (2004) 1, pp. 27-45
Persistent link: https://www.econbiz.de/10005229018
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Choosing an optimal investment strategy : the role of robust pair-copulas based portfolios
Vaz de Melo Mendes, Beatriz; Maruqes, Daniel S. - In: Emerging markets review 13 (2012) 4, pp. 449-464
Persistent link: https://www.econbiz.de/10010057869
Cover Image
Measuring financial risks with copulas
Vaz de Melo Mendes, Beatriz; Martins de Souza, Rafael - In: International review of financial analysis 13 (2004) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10007154802