Efficient Risk Simulations for Linear Asset Portfolios in the t-Copula Model

Halis Sak, Wolfgang Hörmann, Josef Leydold

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

1 WU Working Paper

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2008

Efficient Risk Simulations for Linear Asset Portfolios
Sak, H., Hörmann, W. & Leydold, J., 1 Dez. 2008, (Research Report Series / Department of Statistics and Mathematics; Nr. 80).
Publikation: Working/Discussion Paper › WU Working Paper

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