Businesses Risks Aggregation with Copula
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- repec:wsi:ijtafx:v:08:y:2005:i:05:n:s0219024905003104 is not listed on IDEAS
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KeywordsAggregation; Capital allocation; Copula; Dynamic volatility; Risk management; CDF; Elliptic distributions;
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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