Pages that link to "Item:Q2485530"
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The following pages link to Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530):
Displaying 21 items.
- On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292) (← links)
- Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
- Some new notions of dependence with applications in optimal allocation problems (Q743160) (← links)
- On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← links)
- Asset proportions in optimal portfolios with dependent default risks (Q974807) (← links)
- Arrangement increasing resource allocation (Q1617329) (← links)
- Preservation of weak stochastic arrangement increasing under fixed time left-censoring (Q1687189) (← links)
- Preservation of weak SAI's under increasing transformations with applications (Q2006770) (← links)
- On asset allocation for a threshold model with dependent returns (Q2304000) (← links)
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
- Joint stochastic orders of high degrees and their applications in portfolio selections (Q2404550) (← links)
- Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns (Q2415966) (← links)
- A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393) (← links)
- Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Ordering scalar products with applications in financial engineering and actuarial science (Q2804411) (← links)
- ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES (Q4562956) (← links)
- Increasing convex order on generalized aggregation of SAI random variables with applications (Q4684881) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks (Q5459908) (← links)
- Increasing convex order of capital allocation with dependent assets under threshold model (Q6572911) (← links)
