Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530): Difference between revisions

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Latest revision as of 13:48, 10 June 2024

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Ordering optimal proportions in the asset allocation problem with dependent default risks
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    Ordering optimal proportions in the asset allocation problem with dependent default risks (English)
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    5 August 2005
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    stochastic order
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    dependency structure
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    comonotonicity
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