Co-monotonicity of optimal investments and the design of structured financial products (Q483696)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Co-monotonicity of optimal investments and the design of structured financial products |
scientific article |
Statements
Co-monotonicity of optimal investments and the design of structured financial products (English)
0 references
17 December 2014
0 references
co-monotonicity
0 references
structured products
0 references
portfolio optimization
0 references
no-arbitrage condition
0 references
decision theory
0 references
0 references
