The Use of Copulas in Asset Allocation

By Luca Riccetti

I evaluate the problems caused by the use of the mean-variance criterion, conceived by Markowitz, that addresses the allocation of financial portfolios. Many authors have suggested that the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3843352518
• ISBN13: 9783843352512
• Release Date: September 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 104 Pages
• Weight: 0.36 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"