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

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Latest revision as of 11:38, 8 July 2024

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