Wealth management: modeling the nonlinear dependence (Q4586458)
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 6935960
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Wealth management: modeling the nonlinear dependence |
scientific article; zbMATH DE number 6935960 |
Statements
Wealth management: Modeling the nonlinear dependence (English)
0 references
13 September 2018
0 references
portfolio selection
0 references
local Gaussian correlation
0 references
nonlinear dependence
0 references
0.7311457991600037
0 references
0.7251346707344055
0 references
0.7199477553367615
0 references
0.7119990587234497
0 references
0.7105349898338318
0 references
