Modeling dynamic higher-order comoments for portfolio selection based on copula approach
Yanfeng Wang, Rui Ke, Dong Yang
| Year of publication: |
2024
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| Authors: | Wang, Yanfeng ; Ke, Rui ; Yang, Dong |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 96.2024, 2, Art.-No. 103668, p. 1-13
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| Subject: | Conditional distribution | Copula | Integral | Portfolio | Time-varying higher-order comoments | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103668 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015271380