- Author(s):
- Lyu, Zhe
- Title:
- Factor Models for Multivariate Asset Returns based on S-vines
- Translated title:
- Faktormodelle für multivariate Renditen auf Grundlage von S-vines
- Supervisor:
- Prof. Dr. Aleksey Min
- Advisor:
- Prof. Dr. Aleksey Min & Dr. Franz Ramsauer (Simon-Kucher)
- Year:
- 2024
- University:
- Technische Universität München
- Commencing Date:
- 01.07.2024
- BibTeX