The Use of Archimedean Copulas to Model Portfolio Allocations (Q4551810): Difference between revisions

@@ Property / author @@
-David A. Hennessy
@@ Property / author: David A. Hennessy / rank @@
-Normal rank
@@ Property / author @@
+David A. Hennessy
@@ Property / author: David A. Hennessy / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/1467-9965.00136
+Normal rank
@@ Property / OpenAlex ID @@
+W3121918608
@@ Property / OpenAlex ID: W3121918608 / rank @@
+Normal rank
@@ Property / cites work @@
+The generalized harmonic mean and a portfolio problem with dependent assets
+Normal rank
@@ Property / cites work @@
+Dependence and order in families of Archimedean copulas
+Normal rank
@@ Property / cites work @@
+Q4301147
@@ Property / cites work: Q4301147 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4551810