Back to Search

Multivariate Dependence Risk and Portfolio Selection: An Application to International Stock Portfolio

Paper Details
Authors:
Beatrice D. Simo‐Kengne
Kofi Agyarko Ababio
Ur Koumba
Jules Clément
Publication Date: 2016-01-01
Financial Risk and Volatility ModelingEconomics, Econometrics and FinanceFinanceSocial Sciences
Read Paper
External Resources

Paper information is provided by public research databases. Summaries are generated to aid understanding and may not reflect the complete scope of the work. For the authoritative version, please refer to the original publication.