Worst case portfolio vectors and diversification effects (Q1761436)

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Worst case portfolio vectors and diversification effects
scientific article

    Statements

    title
    Worst case portfolio vectors and diversification effects (English)
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    publication date
    15 November 2012
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    zbMATH Keywords
    dependent risks
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    risk bounds
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    diversification
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    comonotone vectors
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    60E15
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    91B30
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    91G20
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    zbMATH DE Number
    6106802
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