Relation between higher order comoments and dependence structure of equity portfolio

Journal of Empirical Finance - Tập 40 - Trang 101-120 - 2017
Mario Cerrato1, John Crosby2, Minjoo Kim1, Yang Zhao3
1Adam Smith Business School/Economics, University of Glasgow, Glasgow G12 8QQ, UK
2Business School, University of Technology Sydney, Ultimo NSW 2007, Australia
3International Institute for Financial Studies and RCFMRP, Jiangxi University of Finance and Economics, Nanchang 330013, Jiangxi Province, China

Tài liệu tham khảo

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