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An analysis of performance measures using copulae · Study

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ChapterAn analysis of performance measures using copulae

Soosung Hwang2002

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Chaptergreen2002

An analysis of performance measures using copulae

Soosung Hwang · Mark Howard Salmon

40 citations·0/0 files stored·Elsevier eBooks

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

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References

1999An Introduction to Copulas 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1966Mutual Fund Performance 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*2012How to Rate Management of Investment Funds 1986Combining Probability Distributions: A Critique and an Annotated Bibliography 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios 1999Dependence Measures for Extreme Value Analyses

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2007Estimation of a microfounded herding model on German survey expectations

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Year2002

Typechapter

Published2002-01-01

VenueElsevier eBooks

Languageen

Citations40

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/b978-075065026-7.50008-0

openalex_workW1537629690

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