Optimal capital allocation with copulas (Q4590842)
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scientific article; zbMATH DE number 6810314
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| English | Optimal capital allocation with copulas |
scientific article; zbMATH DE number 6810314 |
Statements
Optimal capital allocation with copulas (English)
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20 November 2017
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optimal capital allocation
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tail mean-variance
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copula
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0.8512737154960632
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0.8501778244972229
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0.8377481698989868
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0.8293361067771912
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