Portfolio Optimization and Diversification Benefits: A Local Gaussian Correlation Approach
dc.contributor.author | Haugen, Sverre Hauso | |
dc.date.accessioned | 2019-06-22T00:31:49Z | |
dc.date.available | 2019-06-22T00:31:49Z | |
dc.date.issued | 2019-06-22 | |
dc.date.submitted | 2019-06-21T22:00:10Z | |
dc.identifier.uri | https://hdl.handle.net/1956/20361 | |
dc.language.iso | eng | |
dc.publisher | The University of Bergen | en_US |
dc.subject | Asymmetric Dependence Structures | |
dc.subject | Portfolio Optimization | |
dc.subject | Local Gaussian correlation | |
dc.title | Portfolio Optimization and Diversification Benefits: A Local Gaussian Correlation Approach | |
dc.type | Master thesis | |
dc.date.updated | 2019-06-21T22:00:10Z | |
dc.rights.holder | Copyright the Author. All rights reserved | en_US |
dc.description.degree | Masteroppgave i statistikk | en_US |
dc.description.localcode | STAT399 | |
dc.description.localcode | MAMN-STAT | |
dc.subject.nus | 753299 | |
fs.subjectcode | STAT399 | |
fs.unitcode | 12-11-0 |
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