Now showing items 1-1 of 1

    • Optimal Strategies with Tail Correlation Constraints 

      Ringe, Eduard (University of Waterloo, 2014-05-16)
      Optimal strategies under worst-case scenarios have been studied in Bernard et al. [2013a]. Bernard et al. utilize copulas to construct cost-efficient strategies with a predefined dependence structure in the tail between ...


      University of Waterloo Library
      200 University Avenue West
      Waterloo, Ontario, Canada N2L 3G1
      519 888 4883

      All items in UWSpace are protected by copyright, with all rights reserved.

      DSpace software

      Service outages