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

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Latest revision as of 22:09, 2 July 2024

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Asset proportions in optimal portfolios with dependent default risks
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    Asset proportions in optimal portfolios with dependent default risks (English)
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    8 June 2010
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    usual stochastic order
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    (increasing) concave order
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    default risk
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    dependence structure
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