Building Efficient Frontier for Non-normal Asset Returns using Copulas

Building Efficient Frontier for Non-normal Asset Returns using Copulas

Building Efficient Frontier for Non-normal Asset Returns using Copulas
2016224 pagesISBN 9783841618221
Format: BrochéLangue : Français

The aim of this work is to provide a comprehensive empirical study of the evolution of dependence structure and tail dependence for a large set of developed and emerging markets. Three methodological contributions are seriously developed...

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