Two sided efficient frontiers at multiple time horizons (Q2675244)
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scientific article; zbMATH DE number 7589217
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Two sided efficient frontiers at multiple time horizons |
scientific article; zbMATH DE number 7589217 |
Statements
Two sided efficient frontiers at multiple time horizons (English)
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21 September 2022
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acceptable risks
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distorted expectations
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Q self-decomposable laws
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vector OU equations
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multivariate bilateral gamma process
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0.7354068160057068
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0.7221152186393738
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0.7212882041931152
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0.7183066606521606
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0.7156431078910828
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