Tail-dependence: A cross-industry comparison

Michiel Bijlsma, Sander Muns

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)109-116
JournalJournal of Portfolio Management
Volume41
Issue number3
Publication statusPublished - 2015
Externally publishedYes

Cite this

Bijlsma, M., & Muns, S. (2015). Tail-dependence: A cross-industry comparison. Journal of Portfolio Management, 41(3), 109-116.
Bijlsma, Michiel ; Muns, Sander. / Tail-dependence : A cross-industry comparison. In: Journal of Portfolio Management. 2015 ; Vol. 41, No. 3. pp. 109-116.
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author = "Michiel Bijlsma and Sander Muns",
year = "2015",
language = "English",
volume = "41",
pages = "109--116",
journal = "Journal of Portfolio Management",
issn = "0095-4918",
publisher = "Institutional Investor, Inc",
number = "3",

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Bijlsma, M & Muns, S 2015, 'Tail-dependence: A cross-industry comparison', Journal of Portfolio Management, vol. 41, no. 3, pp. 109-116.

Tail-dependence : A cross-industry comparison. / Bijlsma, Michiel; Muns, Sander.

In: Journal of Portfolio Management, Vol. 41, No. 3, 2015, p. 109-116.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Tail-dependence

T2 - A cross-industry comparison

AU - Bijlsma, Michiel

AU - Muns, Sander

PY - 2015

Y1 - 2015

M3 - Article

VL - 41

SP - 109

EP - 116

JO - Journal of Portfolio Management

JF - Journal of Portfolio Management

SN - 0095-4918

IS - 3

ER -