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Search: subject:"Vine Structure"
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Differential Evolution
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multivariate tail dependence function
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Chang, Meng-Shiuh
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Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
2
Asset Pair-Copula Selection with Downside Risk Minimization
Zhang, Jin
;
Maringer, Dietmar
-
COMISEF
-
2010
selection problem from the perspective of downside risk management with the so-called D-
vine
structure
, which considers the Joe …
Persistent link: https://www.econbiz.de/10008506028
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