A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10479-012-1137-y / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2073339390 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of bivariate distributions including the bivariate logistic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moment and geometric probability inequalities arising from arrangement increasing functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset proportions in optimal portfolios with dependent default risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio problem with unknown dependency structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ordering optimal proportions in the asset allocation problem with dependent default risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5461830 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Inference Procedures for Bivariate Archimedean Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Use of Archimedean Copulas to Model Portfolio Allocations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functions decreasing in transposition and their applications in ranking problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic orders of scalar products with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A probabilistic interpretation of complete monotonicity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetry and order in the portfolio allocation problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Demand for risky financial assets: A portfolio analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Families of Multivariate Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Life distributions. Structure of nonparametric, semiparametric, and parametric families. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities: theory of majorization and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Completely monotonic functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank

Latest revision as of 11:38, 8 July 2024

scientific article
Language Label Description Also known as
English
A note on allocation of portfolio shares of random assets with Archimedean copula
scientific article

    Statements

    A note on allocation of portfolio shares of random assets with Archimedean copula (English)
    0 references
    0 references
    0 references
    8 May 2014
    0 references
    arrangement increasing
    0 references
    likelihood ratio order
    0 references
    majorization order
    0 references
    risk neutral
    0 references
    stochastic order
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers