Capital allocation to alternatives with a multivariate ladder gamma return distribution
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Publication:524896
DOI10.1007/S10203-016-0175-3zbMath1398.91508OpenAlexW2403086122MaRDI QIDQ524896
Publication date: 27 April 2017
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-016-0175-3
Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Portfolio theory (91G10)
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