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Geographical Diversification: An Application of Copula Based CVaR

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  • Larsen, Ryan A.
  • Leatham, David J.
  • Mjelde, James W.
  • Wolfley, Jared L.

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  • Larsen, Ryan A. & Leatham, David J. & Mjelde, James W. & Wolfley, Jared L., 2008. "Geographical Diversification: An Application of Copula Based CVaR," 2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri 119533, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    • Handle: RePEc:ags:nc1008:119533
    DOI: 10.22004/ag.econ.119533
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    References listed on IDEAS

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