The pledge rate research of Copper and Zinc inventory portfolio based on copula-var method
Li Zhou; Jing Dong
| Year of publication: |
2014
|
|---|---|
| Authors: | Zhou, Li ; Dong, Jing |
| Published in: |
Journal of investment and management : JIM. - New York, NY : Science Publishing Group, ISSN 2328-7713, ZDB-ID 2758930-4. - Vol. 3.2014, 2, p. 37-41
|
| Subject: | Copula | VaR | Inventory Portfolio | Pledge Rate | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Lagermanagement | Warehouse management | Zink | Zinc | Theorie | Theory | Kupfer | Copper | Risikomaß | Risk measure | VAR-Modell | VAR model | Lagerzyklus | Inventory cycle | Kupfermarkt | Copper market |
| 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/10010494115