Optimal portfolio problem with unknown dependency structure (Q2507949): Difference between revisions
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Revision as of 08:24, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Optimal portfolio problem with unknown dependency structure |
scientific article |
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Optimal portfolio problem with unknown dependency structure (English)
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5 October 2006
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asset allocation
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stochastic order
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dependency structure
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comonotonicity
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