Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6447140
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks |
scientific article; zbMATH DE number 6447140 |
Statements
Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (English)
0 references
18 June 2015
0 references
dependence notion
0 references
stochastic order
0 references
arrangement increasing
0 references
weakly stochastic arrangement increasing
0 references
portfolio selection
0 references
default risk model
0 references
mixture risk model
0 references
0 references
0 references
0 references
0 references
0 references
0.829508900642395
0 references
0.7634866833686829
0 references
0.7598485350608826
0 references
0.7557532787322998
0 references
0.7466282844543457
0 references
