Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth It?

@article{Low2013CanonicalVC,
  title={Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth It?},
  author={Rand Kwong Yew Low and Jamie Alcock and Robert W. Faff and Tim J. Brailsford},
  journal={Econometric Modeling: Capital Markets - Portfolio Theory eJournal},
  year={2013}
}
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