Copulas and portfolio strategies : an applied risk management perspective
Theo Berger; Martin Missong
| Year of publication: |
2014
|
|---|---|
| Authors: | Berger, Theo ; Missong, Martin |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 17.2014/15, 2, p. 51-91
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Kapitalmarktrendite | Capital market returns | Aktienindex | Stock index | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| 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/10010476248