Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272)
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scientific article; zbMATH DE number 7002163
Language | Label | Description | Also known as |
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English | Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods |
scientific article; zbMATH DE number 7002163 |
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Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (English)
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15 January 2019
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asset allocation
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loss minimization
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bivariate approach
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