Canonical vine copulas in the context of modern portfolio management: Are they worth it?
| Year of publication: |
2013
|
|---|---|
| Authors: | Low, Rand Kwong Yew ; Alcock, Jamie ; Faff, Robert ; Brailsford, Timothy |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 8, p. 3085-3099
|