Confidence band for expectation dependence with applications (Q320286): Difference between revisions

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-Xu Guo
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+MaRDI publication profile
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+W1896849568
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+Almost expectation and excess dependence notions
@@ Property / cites work: Almost expectation and excess dependence notions / rank @@
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+Correlation order, merging and diversification
@@ Property / cites work: Correlation order, merging and diversification / rank @@
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+When can expected utility handle first-order risk aversion?
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+Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
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+Convex combinations of quadrant dependent copulas
@@ Property / cites work: Convex combinations of quadrant dependent copulas / rank @@
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+Positive quadrant dependence tests for copulas
@@ Property / cites work: Positive quadrant dependence tests for copulas / rank @@
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+Positive quadrant dependence testing and constrained copula estimation
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+Probability Inequalities for Sums of Bounded Random Variables
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+Q4315010
@@ Property / cites work: Q4315010 / rank @@
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+Modelling dependence
@@ Property / cites work: Modelling dependence / rank @@
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+Validation of positive quadrant dependence
@@ Property / cites work: Validation of positive quadrant dependence / rank @@
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+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
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+The demand for a risky asset in the presence of a background risk
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+Observing different orders of risk aversion
@@ Property / cites work: Observing different orders of risk aversion / rank @@
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+A kolmogorov-smirnov type test for positive quadrant dependence
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+First order versus second order risk aversion
@@ Property / cites work: First order versus second order risk aversion / rank @@
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+Hedging and the competitive firm under correlated price and background risk
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+Production and hedging in futures markets with multiple delivery specifications
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+Expectation dependence of random variables, with an application in portfolio theory
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+Testing for positive expectation dependence
@@ Property / cites work: Testing for positive expectation dependence / rank @@
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