Pages that link to "Item:Q4226864"

The following pages link to PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS (Q4226864):

Displaying 30 items.

• On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292) (← links)
• Joint weak hazard rate order under non-symmetric copulas (Q325001) (← links)
• Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
• Pricing of CDOs based on the multivariate Wang transform (Q609828) (← links)
• Making inefficient market indices efficient (Q617525) (← links)
• An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
• An economic premium principle in a multiperiod economy. (Q1413269) (← links)
• Random vectors with HNBUE-type marginal distributions (Q1591165) (← links)
• The average optimality of a repair-limit replacement policy. (Q1597102) (← links)
• Arrangement increasing resource allocation (Q1617329) (← links)
• On joint weak reversed hazard rate order under symmetric copulas (Q1702433) (← links)
• Preservation of weak SAI's under increasing transformations with applications (Q2006770) (← links)
• On stochastic dependence in residual lifetime and inactivity time with some applications (Q2244565) (← links)
• Portfolio allocation problems between risky and ambiguous assets (Q2288958) (← links)
• Single machine scheduling with stochastically dependent times (Q2294892) (← links)
• Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
• Joint stochastic orders of high degrees and their applications in portfolio selections (Q2404550) (← links)
• Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns (Q2415966) (← links)
• A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393) (← links)
• VaR is subject to a significant positive bias (Q2483870) (← links)
• Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530) (← links)
• Properties of a job search problem on a partially observable Markov chain in a dynamic economy (Q2494774) (← links)
• A note on the portfolio selection problem (Q2502406) (← links)
• Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
• The comparative statics on asset prices based on bull and bear market measure (Q2569023) (← links)
• Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles (Q2815351) (← links)
• Increasing convex order on generalized aggregation of SAI random variables with applications (Q4684881) (← links)
• Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
• Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors (Q5299571) (← links)
• Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks (Q5459908) (← links)