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Geographical Diversification: An Application of Copula Based CVaR

Larsen, Ryan A.; Leatham, David J.; Mjelde, James W.; Wolfley, Jared L.
2008
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Title
Geographical Diversification: An Application of Copula Based CVaR
Author(s)
Larsen, Ryan A.
Leatham, David J.
Mjelde, James W.
Wolfley, Jared L.
Subject(s)
Issue Date
2008
Publication Type
Conference Paper/ Presentation
Digital Object Identifier
https://doi.org/10.22004/ag.econ.119533
Record Identifier
https://ageconsearch.umn.edu/record/119533
PURL Identifier
http://purl.umn.edu/119533
Language
English
Total Pages
27
Record Appears in
Regional Research Projects > NC-1177 (formerly NC1014; NC207; NCT173; NC221; NCT194; NC161): Agricultural and Rural Finance Markets in Transition > 2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri

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