International equity portfolio risk modeling : the case of the NIG model and ordinary copula functions
Aleš Kresta; Tomáš Tichý
| Year of publication: |
2012
|
|---|---|
| Authors: | Kresta, Aleš ; Tichý, Tomáš |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 62.2012, 2, p. 141-161
|
| Subject: | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management |
| 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/10009740501