Tail-dependence: A cross-industry comparison

Michiel Bijlsma, Sander Muns

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	109-116
Journal	Journal of Portfolio Management
Volume	41
Issue number	3
Publication status	Published - 2015
Externally published	Yes

Cite this

@article{939802dd81fe44c4b236307ea5c29e47,

title = "Tail-dependence: A cross-industry comparison",

author = "Michiel Bijlsma and Sander Muns",

year = "2015",

language = "English",

volume = "41",

pages = "109--116",

journal = "Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Portfolio Management Research",

number = "3",

}