Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045): Difference between revisions
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Revision as of 18:40, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks |
scientific article |
Statements
Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (English)
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18 June 2015
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dependence notion
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stochastic order
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arrangement increasing
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weakly stochastic arrangement increasing
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portfolio selection
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default risk model
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mixture risk model
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