Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530): Difference between revisions
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Revision as of 01:52, 20 March 2024
scientific article
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English | Ordering optimal proportions in the asset allocation problem with dependent default risks |
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Ordering optimal proportions in the asset allocation problem with dependent default risks (English)
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5 August 2005
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stochastic order
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dependency structure
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comonotonicity
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