Hedging Investor's Downside Risk Using (Sparse) Vine Copula Models

Additional Metadata
Keywords	Vine copulas; hedging strategy; copulas
Thesis Advisor	Camehl, A.M.
Persistent URL	hdl.handle.net/2105/62153
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Nieberg, L. (2022, February 22). Hedging Investor's Downside Risk Using (Sparse) Vine Copula Models. Econometrie. Retrieved from http://hdl.handle.net/2105/62153

Publication