Paula Mokwena

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

0

CITATIONS

0

Scholarly Papers (1)

1.

International Diversification and Dependence Structure of Equity Portfolios during Market Crashes: The Archimedean Copula Approach

Proceedings of 19th International Business Research Conference 2012
Posted: 13 Nov 2012
University of Johannesburg and affiliation not provided to SSRN

Abstract:

Archimedean copula, Gumbel, Frank, Clayton copulas, dependence structures, international diversification