Yuri Salazar

University of Essex - Centre for Computational Finance and Economic Agents

Wivenhoe Park

Colchester, Essex CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

68

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

General Multivariate Dependence Using Associated Copulas

Number of pages: 36 Posted: 22 Apr 2011
Yuri Salazar
University of Essex - Centre for Computational Finance and Economic Agents
Downloads 68 (351,474)
Citation 1

Abstract:

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2.

The Diversification Delta: A Different Perspective

Posted: 22 May 2019
University of Essex - Centre for Computational Finance and Economic Agents, Griffith University, Griffith University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies

Abstract:

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Portfolio Optimization, Diversification Measures, Risk Management