St Lucia
Brisbane, Queensland 4072
Australia
University of Queensland
SSRN RANKINGS
in Total Papers Citations
vine copula, clayton copula, asymmetric dependence, portfolio management, canonical vine, Conditional Value-At-Risk
asset pricing, book-to-market effect, capital asset-pricing model, Fama–French three-factor model, size effect
hot issues; IPOs; regime-switching; stock market; unseasoned issues