Co-monotonicity of optimal investments and the design of structured financial products (Q483696)
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scientific article; zbMATH DE number 6381302
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| English | Co-monotonicity of optimal investments and the design of structured financial products |
scientific article; zbMATH DE number 6381302 |
Statements
Co-monotonicity of optimal investments and the design of structured financial products (English)
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17 December 2014
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co-monotonicity
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structured products
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portfolio optimization
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no-arbitrage condition
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decision theory
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0.7581232190132141
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0.7440200448036194
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0.7422159314155579
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0.7416260838508606
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0.7407652735710144
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