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This paper describes the results of an international initiative on trust (Trustlab) run in six OECD countries between November 2016 and November 2017 (France, Germany, Italy, Korea, Slovenia and the United States). Trustlab combines cutting-edge techniques drawn from behavioural science and...
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Portfolio selection and risk management are very actively studied topics in quantitative finance and applied statistics. They are closely related to the dependency structure of portfolio assets or risk factors. The correlation structure across assets and opposite tail movements are essential to...
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