Stochastic Comparison of Random Vectors with a Common Copula (Q5704052)
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scientific article; zbMATH DE number 2228221
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic Comparison of Random Vectors with a Common Copula |
scientific article; zbMATH DE number 2228221 |
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Stochastic Comparison of Random Vectors with a Common Copula (English)
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11 November 2005
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Directionally convex order
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local mean preserving spread
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conditionally increasing random vectors
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convex ordering
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portfolio optimization
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0.90290785
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0.90092754
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0.90010476
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0.88667893
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0.87525123
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0.8666483
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0.8666179
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0.86306286
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