Optimal portfolio problem with unknown dependency structure (Q2507949)

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Optimal portfolio problem with unknown dependency structure
scientific article

    Statements

    title
    Optimal portfolio problem with unknown dependency structure (English)
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    author
    Ka Chun Cheung
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    publication date
    5 October 2006
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    zbMATH Keywords
    asset allocation
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    stochastic order
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    dependency structure
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    comonotonicity
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    Identifiers

    zbMATH DE Number
    5060808
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    OpenAlex ID
    W2085749436
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