Broad market risk for sector fund of funds: a copula-based dependence approach
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
LLC "CPC "Business Perspectives"
2010-04-01
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Series: | Investment Management & Financial Innovations |
Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3242/imfi_en_2010_02_Stein.pdf |