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Canonical vine copulas in the context of modern portfolio management: are they worth it?

RepositoryUniversity of Queensland [UQ eSpace]
URLhttps://espace.library.uq.edu.au/view/UQ:297895
Author(s)Low, Rand Kwong Yew; Alcock, Jamie; Faff, Robert; Brailsford, Timothy J.
Item typeArticle
DOIhttps://doi.org/10.1016/j.jbankfin.2013.02.036

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