Transport infrastructure equities in mixed-asset portfolios: estimating risk with a Garch-Copula CVaR model
Author:
Affiliation:
1. EBS Universitat fur Wirtschaft und Recht gGmbH, EBS Business School, Wiesbaden, Germany
2. Shanghai Gold Exchange, Shanghai, China
Publisher
Informa UK Limited
Subject
Urban Studies,Geography, Planning and Development
Link
https://www.tandfonline.com/doi/pdf/10.1080/09599916.2018.1461126
Reference57 articles.
1. Alexander, C. (2008).Market risk analysis, vol. II – Practical financial econometrics.Chichester: Wiley, p 135.
2. Real Estate Risk and Hedge Fund Returns
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