The most entropic canonical copula with an application to "style" investment
Ba Chu and Stephen Satchell
| Year of publication: |
2018
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|---|---|
| Authors: | Chu, Ba ; Satchell, Stephen |
| 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. 221-262
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Entropie | Entropy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011978516