Description: Applications of copula-based models in portfolio optimization/

Main Author:	Xu, Yue
Format:	Book
Language:	English
Published:	Ann Arbor, MI: UMI Dissertation Services, [c2005]
Subjects:	Copulas (Mathematical statistics) Finance > Mathematical models

Physical Description:	148 p. : ill. ; 22 cm.
Bibliography:	Includes bibliographical references.