Correlation order, merging and diversification (Q659149)
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scientific article; zbMATH DE number 6004649
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| English | Correlation order, merging and diversification |
scientific article; zbMATH DE number 6004649 |
Statements
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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0.7576930522918701
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0.7548291683197021
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0.7509081959724426
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0.7501303553581238
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0.7486726641654968
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