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Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Elliptical Copulas
Jin, Xisong; Lehnert, Thorsten
2017
 

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Disciplines :
Finance
Author, co-author :
Jin, Xisong;  Banque centrale du Luxembourg
Lehnert, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Elliptical Copulas
Publication date :
2017
Focus Area :
Finance
Available on ORBilu :
since 16 November 2017

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