Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045): Difference between revisions

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+CopulaModel
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+Some new notions of dependence with applications in optimal allocation problems
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+CopulaModel
@@ Property / describes a project that uses: CopulaModel / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2014.12.011
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+W2017675235
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