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 11:52, 26 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks |
scientific article |
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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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