Asset proportions in optimal portfolios with dependent default risks (Q974807): Difference between revisions
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Revision as of 10:07, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset proportions in optimal portfolios with dependent default risks |
scientific article |
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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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