Measuring dependence in a set of asset returns
Dilip B. Madan, King Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Madan, Dilip B. ; Wang, King |
| Subject: | Acceptable Risks | Bilateral Gamma | Distorted Expectations | Kapitaleinkommen | Capital income | Theorie | Theory | Erwartungsbildung | Expectation formation | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-022-09378-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342359