Asset proportions in optimal portfolios with dependent default risks (Q974807): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2008.06.004
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+W1971269975
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+Q3773148
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+Ordering optimal proportions in the asset allocation problem with dependent default risks
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+COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS
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+Asset Proportions in Optimal Portfolios
@@ Property / cites work: Asset Proportions in Optimal Portfolios / rank @@
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+On dependence of risks and stop-loss premiums
@@ Property / cites work: On dependence of risks and stop-loss premiums / rank @@
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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+Q2778807
@@ Property / cites work: Q2778807 / rank @@
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+Stochastic orders
@@ Property / cites work: Stochastic orders / rank @@
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+Bivariate characterization of some stochastic order relations
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