Risk Management of Assets Dependency Based on Copulas Function
As the two important form of financial market, the risk of financial securities, such as stocks and bonds, has been a hot topic in the financial field; at the same time, under the influence of many factors of financial assets, the correlation between portfolio returns causes more research. This pape...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
EDP Sciences
2017-01-01
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| coleção: | MATEC Web of Conferences |
| Assuntos: | |
| Acesso em linha: | https://doi.org/10.1051/matecconf/201710005079 |
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