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Portfolio Selection with Commodities under Conditional Copulas and Skew Preferences
Conference Contributions
Overview
Overview
authors
GONZALEZ PEDRAZ, CARLOS UBALDO
MORENO, MANUEL
PEÑA SANCHEZ DE RIVERA, JUAN IGNACIO
event
2nd International Conference of the Financial Engineering and Banking Society (FEBS)
event place
LONDRES
country
REINO UNIDO
participation category
PONENCIA
publication date
2012