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

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
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spelling doaj-a6b8010825554e13982c9a19c5c79a832020-11-25T03:02:59ZengLLC "CPC "Business Perspectives"Investment Management & Financial Innovations 1810-49671812-93582007-08-01431503A Non-Parametric Copula Analysis on Estimating Return Distribution for Portfolio Management: An Application with the US And Brazilian Stock MarketsAlper OzunGokhan Ozbakishttps://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/1503/imfi_en_2007_03_Ozun.pdf
collection DOAJ
language English
format Article
sources DOAJ
author Alper Ozun
Gokhan Ozbakis
spellingShingle Alper Ozun
Gokhan Ozbakis
A Non-Parametric Copula Analysis on Estimating Return Distribution for Portfolio Management: An Application with the US And Brazilian Stock Markets
Investment Management & Financial Innovations
author_facet Alper Ozun
Gokhan Ozbakis
author_sort Alper Ozun
title A Non-Parametric Copula Analysis on Estimating Return Distribution for Portfolio Management: An Application with the US And Brazilian Stock Markets
title_short A Non-Parametric Copula Analysis on Estimating Return Distribution for Portfolio Management: An Application with the US And Brazilian Stock Markets
title_full A Non-Parametric Copula Analysis on Estimating Return Distribution for Portfolio Management: An Application with the US And Brazilian Stock Markets
title_fullStr A Non-Parametric Copula Analysis on Estimating Return Distribution for Portfolio Management: An Application with the US And Brazilian Stock Markets
title_full_unstemmed A Non-Parametric Copula Analysis on Estimating Return Distribution for Portfolio Management: An Application with the US And Brazilian Stock Markets
title_sort non-parametric copula analysis on estimating return distribution for portfolio management: an application with the us and brazilian stock markets
publisher LLC "CPC "Business Perspectives"
series Investment Management & Financial Innovations
issn 1810-4967
1812-9358
publishDate 2007-08-01
url https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/1503/imfi_en_2007_03_Ozun.pdf
work_keys_str_mv AT alperozun anonparametriccopulaanalysisonestimatingreturndistributionforportfoliomanagementanapplicationwiththeusandbrazilianstockmarkets
AT gokhanozbakis anonparametriccopulaanalysisonestimatingreturndistributionforportfoliomanagementanapplicationwiththeusandbrazilianstockmarkets
AT alperozun nonparametriccopulaanalysisonestimatingreturndistributionforportfoliomanagementanapplicationwiththeusandbrazilianstockmarkets
AT gokhanozbakis nonparametriccopulaanalysisonestimatingreturndistributionforportfoliomanagementanapplicationwiththeusandbrazilianstockmarkets
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