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:
LEADER 00677nam a2200181 a 4500
001 1543555
005 20171111233632.0
008 061212s2005 cy da r 000 u eng d
040 |a CY  |b University of Cyprus  |e AACR2 
050 |a HG4529.5.X83 2005 
100 1 |a Xu, Yue 
245 1 0 |a Applications of copula-based models in portfolio optimization/  |c by Yue Xu 
260 |a Ann Arbor, MI:  |b UMI Dissertation Services,  |c [c2005] 
300 |a 148 p. :  |b ill. ;  |c 22 cm. 
504 |a Includes bibliographical references. 
650 0 |a Copulas (Mathematical statistics) 
650 0 |a Finance  |x Mathematical models 
952 |a CY-NiOUC  |b 5a0430326c5ad14ac1e8b6e9  |c 998a  |d 945l  |e HG4529.5.X83 2005  |t 1  |x m  |z Books