Copula Theory and Its Applications - Proceedings of the Workshop Held in Warsaw, 25-26 September 2009.pdf

Copula Theory and Its Applications - Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 PDF

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Piotr Jaworski · Fabrizio Durante · Wolfgang H ardle¨ · Tomasz Rychlik Editors Copula Theory and Its Applications Proceedings of the Workshop Held in Copula theory and its applications proceedings of …

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9783642124648 ISBN
Copula Theory and Its Applications - Proceedings of the Workshop Held in Warsaw, 25-26 September 2009.pdf

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Sofya Voigtuh

In this article we resort to the copula theory and CVaR measures in the portfolio management, using copula function and copula-CVaR to design the portfolio optimization. We initially apply the three-dimensional Archimedean copula in the empirical study. After estimating the multi-dimensional copula, we use Monte Carlo method to generate the scenarios for the calculation of portfolio’s

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Mattio Müllers

Copula Theory and Its 新品 Applications: … Copula Theory and Its 新品 Applications: Proceedings of the Notes Held Workshop Held in Warsaw, 25-26 September 2009 (Lecture Notes in Statistics) 新品 洋書

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Noels Schulzen

Copula theory and its applications proceedings of … Add tags for "Copula theory and its applications proceedings of the workshop held in Warsaw, 25-26 September 2009". Be the first.

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Jason Leghmann

In this article we resort to the copula theory and CVaR measures in the portfolio management, using copula function and copula-CVaR to design the portfolio optimization. We initially apply the three-dimensional Archimedean copula in the empirical study. After estimating the multi-dimensional copula, we use Monte Carlo method to generate the scenarios for the calculation of portfolio’s Lecture Notes in Statistics: Copula Theory and Its ...

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Jessica Kolhmann

Copula Theory and Its Its Applications: Proceedings …