A Non-Parametric Copula Analysis on Estimating Return Distribution for Portfolio Management: An Application with the US And Brazilian Stock Markets
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2007-08-01
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| Series: | Investment Management & Financial Innovations |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/1503/imfi_en_2007_03_Ozun.pdf |