Pages that link to "Item:Q2449393"
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The following pages link to A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393):
Displaying 11 items.
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292) (← links)
- Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes (Q2060379) (← links)
- A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders (Q2342933) (← links)
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
- Ordering scalar products with applications in financial engineering and actuarial science (Q2804411) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
