Distributional Closure Under Dependence: Portfolios, Extremes, and Affine Models

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Miquel Noguer I Alonso
DOI: 10.2139/ssrn.5996055
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Stochastic processes and financial applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint