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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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