Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks (Q5459908): Difference between revisions

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Revision as of 00:08, 20 March 2024

scientific article; zbMATH DE number 5270291
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English
Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks
scientific article; zbMATH DE number 5270291

    Statements

    Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks (English)
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    30 April 2008
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    asset allocation
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    stochastic order
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    dependence structure
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    comonotonicity
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    weak convergence
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    likelihood ratio order
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