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 APA Style APA-ALL Style AAA 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). Hedging Investor's Downside Risk Using (Sparse) Vine Copula Models. In Econometrie.http://hdl.handle.net/2105/62153

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