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