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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