Search Results - Salazar Flores, Yuri

  • Showing 1 - 4 results of 4
Refine Results
  1. 1
    The use of the tail dependence function for high quantile risk measure analysis: an application to portfolio optimization

    The use of the tail dependence function for high quantile risk measure analysis: an application to portfolio optimization by Salazar Flores, Yuri, Díaz Hernández, Adán, Quezada-Téllez, Luis Alberto, Nolasco Jáuregui, Oralia

    Published in Applied economics
    Get full text
    Items that this one cites
    Article
    Save to List
    Saved in:
  2. 2
    Counterdiagonal/nonpositive tail dependence in Vine copula constructions: application to portfolio management

    Counterdiagonal/nonpositive tail dependence in Vine copula constructions: application to portfolio management by Salazar Flores, Yuri, Díaz-Hernández, Adán

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  3. 3
    The Diversification Delta: A Different Perspective

    The Diversification Delta: A Different Perspective by Salazar Flores, Yuri, Bianchi, Robert J., Drew, Michael E., Trück, Stefan

    Get full text
    Items that this one cites
    Items that cite this one
    Article
    Save to List
    Saved in:
  4. 4
    Regular Variation, Conditions of Domain of Attraction and the Existence of the Tail Dependence Function in the General Dependence Case: A Copula Approach

    Regular Variation, Conditions of Domain of Attraction and the Existence of the Tail Dependence Function in the General Dependence Case: A Copula Approach by Salazar Flores, Yuri, Díaz Hernández, Adán

    Get full text
    Items that this one cites
    Article
    Save to List
    Saved in:

Search Tools: