Optimal capital allocation with copulas (Q4590842)
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scientific article; zbMATH DE number 6810314
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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