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Dynamic allocation: extremes, tail dependence, and regime Shifts

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Luo, Yin, Wang, Sheng, Jussa, Javed
Formato:	Preprint
Publicado:	2025
Materias:	Econometrics Portfolio Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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