A comparison of cointegration and copula asset allocation approaches

Y. S. Stander, D. J. Marais and I. Botha

Year of publication:	2013
Authors:	Stander, Y. S. ; Marais, Daniël J. ; Botha, I.
Published in:	Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 37.2013, 1, p. 1-28
Subject:	Portfolio-Management \| Portfolio selection \| Multivariate Verteilung \| Multivariate distribution \| Theorie \| Theory \| Kointegration \| Cointegration \| Zeitreihenanalyse \| Time series analysis

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