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