A note on the portfolio selection problem (Q2502406): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s11238-005-8634-2 / rank | |||
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| Property / OpenAlex ID: W2111678929 / rank | |||
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| Property / cites work: Preservation of positive and negative orthant dependence concepts under mixtures and applications / rank | |||
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| Property / cites work: PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS / rank | |||
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| Property / cites work: Convex orders for linear combinations of random variables / rank | |||
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| Property / cites work: The classification of parametric choices under uncertainty: analysis of the portfolio choice problem / rank | |||
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Latest revision as of 19:12, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the portfolio selection problem |
scientific article |
Statements
A note on the portfolio selection problem (English)
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12 September 2006
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portfolio selection
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expected utility diversification
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increasing concave order
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positive dependence
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