Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530)
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scientific article; zbMATH DE number 2192303
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ordering optimal proportions in the asset allocation problem with dependent default risks |
scientific article; zbMATH DE number 2192303 |
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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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0.8931836485862732
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0.8521156311035156
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0.8151999115943909
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0.7958523631095886
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0.787039041519165
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