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