"Comonotonicity and low volatility effect."

Wan-Ni Lai, Yi-Ting Chen, Edward W. Sun (2021)

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DOI: 10.1007/S10479-019-03320-0

access: closed

type: Journal Article

metadata version: 2021-10-14

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Wan-Ni Lai, Yi-Ting Chen, Edward W. Sun:
Comonotonicity and low volatility effect. Ann. Oper. Res. 299(1): 1057-1099 (2021)

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