Canonical vine copulas in the context of modern portfolio management : are they worth it?

Rand Kwong Yew Low, Jamie Alcock, Robert Faff and Timothy Brailsford

Year of publication:	2018
Authors:	Low, Rand Kwong Yew ; Alcock, Jamie ; Faff, Robert W. ; Brailsford, Timothy J.
Published in:	Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns. - Chichester, West Sussex, United Kingdom : Wiley, ISBN 978-1-119-28901-2. - 2018, p. 263-289
Subject:	Portfolio-Management \| Portfolio selection \| Multivariate Verteilung \| Multivariate distribution \| Theorie \| Theory

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