Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks (Q5459908)
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scientific article; zbMATH DE number 5270291
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| English | Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks |
scientific article; zbMATH DE number 5270291 |
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Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks (English)
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30 April 2008
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asset allocation
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stochastic order
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dependence structure
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comonotonicity
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weak convergence
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likelihood ratio order
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0.8137728571891785
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0.8075107336044312
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0.8075107336044312
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0.8005282282829285
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0.7972620725631714
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