Dynamic correlation or tail dependence hedging for portfolio selection

D.G. Stefanova, R. Elkamhi

Research output: Working paperProfessional

145 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Publication statusPublished - 2010

Publication series

NameTI Discussion Paper
No.TI11-028 / DSF 10

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