Pages that link to "Item:Q1761436"
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The following pages link to Worst case portfolio vectors and diversification effects (Q1761436):
Displaying 6 items.
- An algorithm to approximate the optimal expected inner product of two vectors with given marginals (Q136014) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
- Measuring linear correlation between random vectors (Q6195215) (← links)
- Multivariate tail dependence and local stochastic dominance (Q6200941) (← links)
