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Browsing Department of Economics and Econometrics (ETDs) by Subject "Portfolio allocation"

Browsing Department of Economics and Econometrics (ETDs) by Subject "Portfolio allocation"

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  • Mokwena, Paula (2012-05-23)
    This study analyzes the effect of the subprime crisis on portfolio allocation from the perspective of dependence structure. Empirical evidence has proved that the multivariate normal distribution is inadequate to model ...

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