Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357)
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scientific article; zbMATH DE number 5877551
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| English | Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection |
scientific article; zbMATH DE number 5877551 |
Statements
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (English)
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13 April 2011
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comonotonicity
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portfolio selection
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constant mix strategies
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provisioning
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0.8469573259353638
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0.7638728022575378
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0.7608088254928589
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0.750053346157074
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0.7467508912086487
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