Dynamic allocation: extremes, tail dependence, and regime Shifts

Fuente: arXiv

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Bibliographic Details
Main Authors:	Luo, Yin, Wang, Sheng, Jussa, Javed
Format:	Preprint
Published:	2025
Subjects:	Econometrics Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2506.12587