Businesses risks aggregation with Copula
J. Sadefo Kamdem
| Year of publication: |
2011
|
|---|---|
| Authors: | Kamdem, J. Sadefo |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 9.2011, 2, p. 58-72
|
| Subject: | Aggregation | Capital allocation | Copula | Dynamic volatility | Risk management | CDF | Elliptic distributions | Risikomanagement | Volatilität | Volatility | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010337911