On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292)
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scientific article; zbMATH DE number 6633928
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| English | On allocations to portfolios of assets with statistically dependent potential risk returns |
scientific article; zbMATH DE number 6633928 |
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On allocations to portfolios of assets with statistically dependent potential risk returns (English)
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6 October 2016
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arrangement increasing
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default risks
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lower orthant arrangement increasing
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risk averse
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usual stochastic order
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increasing concave order
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0.8153266310691833
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0.8150150179862976
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0.8134707808494568
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0.7958523631095886
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0.7825138568878174
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