A class of distorted Gaussian copulas : theories and applications
Hui Shao and Zhe George Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Shao, Hui ; Zhang, Zhe George |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 75.2024, 11, p. 2077-2100
|
| Subject: | High-water mark | mean-variance framework | time consistency | transaction cost | Theorie | Theory | Transaktionskosten | Transaction costs | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2024.2305646 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015188767