Scandinavian Working Papers in Economics

UiS Working Papers in Economics and Finance,
University of Stavanger

No 2009/27: International Diversification: A Copula Approach

Loran Chollete (), Victor de la Pena and Ching-Chih Lu
Additional contact information
Loran Chollete: University of Stavanger, Postal: University of Stavanger, NO-4036 Stavanger, Norway
Victor de la Pena: Columbia University
Ching-Chih Lu: National Chengchi University

Abstract: .

Keywords: Diversification; Copula; Correlation Complexity; Downside Risk; Systemic Risk

JEL-codes: C14; F30; G15

38 pages, June 29, 2009

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uis_wps_2009_27_chollete_pena_lu.pdf PDF-file

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