A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on allocation of portfolio shares of random assets with Archimedean copula |
scientific article |
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A note on allocation of portfolio shares of random assets with Archimedean copula (English)
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8 May 2014
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arrangement increasing
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likelihood ratio order
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majorization order
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risk neutral
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stochastic order
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