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Article (Scientific journals)
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Lehnert, Thorsten
;
Jin, Xisong
2018
•
In
Dependence Modeling, 6
(1), p. 19-46
Peer reviewed
Permalink
https://hdl.handle.net/10993/35825
DOI
10.1515/demo-2018-0002
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[Dependence Modeling] Large po dynamic elliptical copulas(1) 1.pdf
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Details
Disciplines :
Finance
Author, co-author :
Lehnert, Thorsten
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Jin, Xisong;
Banque Centrale du Luxembourg
External co-authors :
no
Language :
English
Title :
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Publication date :
February 2018
Journal title :
Dependence Modeling
Volume :
6
Issue :
1
Pages :
19-46
Peer reviewed :
Peer reviewed
Focus Area :
Finance
Available on ORBilu :
since 04 June 2018
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