Pages that link to "Item:Q4551810"
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The following pages link to The Use of Archimedean Copulas to Model Portfolio Allocations (Q4551810):
Displaying 28 items.
- On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292) (← links)
- Strategic asset allocation with switching dependence (Q470426) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Arrangement increasing resource allocation (Q1617329) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Jackknife empirical likelihood method for copulas (Q1944367) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- Joint stochastic orders of high degrees and their applications in portfolio selections (Q2404550) (← links)
- A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393) (← links)
- A generalization of the Archimedean class of bivariate copulas (Q2457968) (← links)
- Dependence structure of conditional Archimedean copulas (Q2476141) (← links)
- Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530) (← links)
- Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- A new bivariate Archimedean copula with application to the evaluation of VaR (Q2700544) (← links)
- Ordering scalar products with applications in financial engineering and actuarial science (Q2804411) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- Dependence structure of market states (Q3302373) (← links)
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
- Modelling sample selection using Archimedean copulas (Q4439301) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks (Q5459908) (← links)
- Optimal periodic resource allocation in reactive dynamical systems: Application to microalgal production (Q6152811) (← links)
- On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence (Q6200951) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
