The advent of copulas in finance

European Journal of Finance

Volumn 15, Issue 7-8, 2009, Pages 609-618

  Genest, Christian ^a   Gendron, Michel ^a   Bourdeau Brien, Michaël ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

Bibliometry; Copula; Derivative pricing; Portfolio management; Risk management

Indexed keywords

EID: 64549084688     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470802604457     Document Type: Article

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