Multivariate Pareto portfolios: TCE-based capital allocation and divided differences (Q3608226)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5520712
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate Pareto portfolios: TCE-based capital allocation and divided differences |
scientific article; zbMATH DE number 5520712 |
Statements
Multivariate Pareto portfolios: TCE-based capital allocation and divided differences (English)
0 references
28 February 2009
0 references
tail conditional expectation
0 references
multivariate Pareto distribution
0 references
dividend differences
0 references
0.8494988083839417
0 references
0.7566275000572205
0 references
0.7516130208969116
0 references
0.7499157786369324
0 references
