Worst case portfolio vectors and diversification effects (Q1761436): Difference between revisions

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Revision as of 22:23, 19 March 2024

scientific article
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Worst case portfolio vectors and diversification effects
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    Worst case portfolio vectors and diversification effects (English)
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    15 November 2012
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    dependent risks
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    risk bounds
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    diversification
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    comonotone vectors
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