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Canonical Vine Copulas in the Context of Modern Portfolio Management
Canonical Vine Copulas in the Context of Modern Portfolio Management
2018
Rand Kwong Yew Low
Jamie Alcock
Robert W. Faff
Tim Brailsford
Keywords:
Financial economics
Investment fund
Vine
Copula (linguistics)
Asset allocation
Project portfolio management
Economics
vine copulas
Correction
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