A Non-Parametric Copula Analysis on Estimating Return Distribution for Portfolio Management: An Application with the US And Brazilian Stock Markets

Bibliographic Details
Main Authors: Alper Ozun, Gokhan Ozbakis
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2007-08-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/1503/imfi_en_2007_03_Ozun.pdf