Asset proportions in optimal portfolios with dependent default risks (Q974807): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.06.004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1971269975 / rank | |||
Normal rank | |||
Revision as of 02:29, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset proportions in optimal portfolios with dependent default risks |
scientific article |
Statements
Asset proportions in optimal portfolios with dependent default risks (English)
0 references
8 June 2010
0 references
usual stochastic order
0 references
(increasing) concave order
0 references
default risk
0 references
dependence structure
0 references
