Asymmetric Dependence in Finance
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Published By John Wiley & Sons Ltd

9781119288992, 9781119289012
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Hedging Asymmetric Dependence

2018 ◽  
pp. 110-132
Author(s):  
Anthony Hatherley
Keyword(s):  
Asymmetric Dependence

Estimating Asymmetric Dynamic Distributions in High Dimensions

2018 ◽  
pp. 169-197
Author(s):  
Stanislav Anatolyev ◽  
Renat Khabibullin ◽  
Artem Prokhorov
Keyword(s):  
High Dimensions

Disappointment Aversion, Asset Pricing and Measuring Asymmetric Dependence

2018 ◽  
pp. 1-16
Author(s):  
Jamie Alcock ◽  
Anthony Hatherley
Keyword(s):  
Asset Pricing ◽  
Asymmetric Dependence ◽  
Disappointment Aversion

scholarly journals Index

2018 ◽  
pp. 291-296

Canonical Vine Copulas in the Context of Modern Portfolio Management

2018 ◽  
pp. 263-289
Author(s):  
Rand Kwong Yew Low ◽  
Jamie Alcock ◽  
Robert Faff ◽  
Timothy Brailsford
Keyword(s):  
Portfolio Management ◽  
Vine Copulas

The Most Entropic Canonical Copula with an Application to ‘Style’ Investment

2018 ◽  
pp. 221-262
Author(s):  
Ba Chu ◽  
Stephen Satchell

scholarly journals Front Matter

2018 ◽  
pp. i-xiv

The Price of Asymmetric Dependence

2018 ◽  
pp. 47-74
Author(s):  
Jamie Alcock ◽  
Anthony Hatherley
Keyword(s):  
Asymmetric Dependence

Risk Measures Based on Multivariate Skew Normal and Skew t-Mixture Models

2018 ◽  
pp. 152-168 ◽  
Author(s):  
Sharon X. Lee ◽  
Geoffrey J. McLachlan
Keyword(s):  
Mixture Models ◽  
Risk Measures ◽  
Skew Normal
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