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Beyond Correlation: Positive Definite Dependence Measures for Robust Inference, Flexible Scenarios, and Causal Modeling for Financial Portfolios

Fuente: arXiv

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Bibliographic Details
Main Author:	Opdyke, JD
Format:	Preprint
Published:	2025
Subjects:	Risk Management Portfolio Management Statistical Finance Applications 62-07, 62E20, 62F10, 62F12, 60E05, 60G70, 91B30 G.3
Online Access:	Acceder al recurso
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