Correlation order, merging and diversification (Q659149)

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scientific article; zbMATH DE number 6004649
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    Correlation order, merging and diversification
    scientific article; zbMATH DE number 6004649

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      Correlation order, merging and diversification (English)
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      10 February 2012
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      correlation order
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      supermodularity
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      shortfall risk
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      diversification
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      comonotonicity
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