Worst case portfolio vectors and diversification effects (Q1761436): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s00780-010-0150-8 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00780-010-0150-8 / rank | |||
Normal rank | |||
Latest revision as of 10:07, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst case portfolio vectors and diversification effects |
scientific article |
Statements
Worst case portfolio vectors and diversification effects (English)
0 references
15 November 2012
0 references
dependent risks
0 references
risk bounds
0 references
diversification
0 references
comonotone vectors
0 references
0 references
