ESTIMATING THE DEPENDENCE STRUCTURE OF SHARE PRICES —IMPLICATIONS FOR PORTFOLIO SELECTION

Authors

  • Edwin J. Elton,

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    • The authors are both Senior Research Fellows at IIM (Berlin) and Professors of Finance at New York University. The Institute for Quantative Research in Finance and TIAA-CREF provided research support for this project.

  • Martin J. Gruber

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    • The authors are both Senior Research Fellows at IIM (Berlin) and Professors of Finance at New York University. The Institute for Quantative Research in Finance and TIAA-CREF provided research support for this project.


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