Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ordering optimal proportions in the asset allocation problem with dependent default risks |
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Ordering optimal proportions in the asset allocation problem with dependent default risks (English)
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5 August 2005
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stochastic order
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dependency structure
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comonotonicity
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