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Canonical vine copulas in the context of modern portfolio management: Are they worth it?

Overview of attention for article published in Journal of Banking & Finance, August 2013
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About this Attention Score

  • In the top 25% of all research outputs scored by Altmetric
  • Good Attention Score compared to outputs of the same age (76th percentile)
  • Good Attention Score compared to outputs of the same age and source (67th percentile)

Mentioned by

policy
1 policy source
wikipedia
13 Wikipedia pages

Readers on

mendeley
75 Mendeley
citeulike
1 CiteULike
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Title
Canonical vine copulas in the context of modern portfolio management: Are they worth it?
Published in
Journal of Banking & Finance, August 2013
DOI 10.1016/j.jbankfin.2013.02.036
Authors

Rand Kwong Yew Low, Jamie Alcock, Robert Faff, Timothy Brailsford

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 75 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 75 100%

Demographic breakdown

Readers by professional status Count As %
Student > Master 20 27%
Student > Ph. D. Student 13 17%
Researcher 11 15%
Other 5 7%
Student > Doctoral Student 3 4%
Other 9 12%
Unknown 14 19%
Readers by discipline Count As %
Economics, Econometrics and Finance 28 37%
Business, Management and Accounting 13 17%
Engineering 8 11%
Mathematics 5 7%
Social Sciences 2 3%
Other 4 5%
Unknown 15 20%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 6. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 04 April 2023.
All research outputs
#5,456,034
of 25,405,598 outputs
Outputs from Journal of Banking & Finance
#345
of 1,712 outputs
Outputs of similar age
#44,428
of 210,109 outputs
Outputs of similar age from Journal of Banking & Finance
#11
of 37 outputs
Altmetric has tracked 25,405,598 research outputs across all sources so far. Compared to these this one has done well and is in the 75th percentile: it's in the top 25% of all research outputs ever tracked by Altmetric.
So far Altmetric has tracked 1,712 research outputs from this source. They typically receive a little more attention than average, with a mean Attention Score of 5.8. This one has gotten more attention than average, scoring higher than 72% of its peers.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 210,109 tracked outputs that were published within six weeks on either side of this one in any source. This one has done well, scoring higher than 76% of its contemporaries.
We're also able to compare this research output to 37 others from the same source and published within six weeks on either side of this one. This one has gotten more attention than average, scoring higher than 67% of its contemporaries.