On asset allocation for a threshold model with dependent returns (Q2304000): Difference between revisions

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-.1007/s13385-019-00210-4
@@ Property / DOI: 10.1007/s13385-019-00210-4 / rank @@
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@@ Property / cites work @@
+Efficiency, Equilibrium, and Asset Pricing with Risk of Default
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+Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
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+ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES
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@@ Property / DOI @@
+.1007/S13385-019-00210-4
@@ Property / DOI: 10.1007/S13385-019-00210-4 / rank @@
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+Publication:2304000