Pages that link to "Item:Q320292"
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The following pages link to On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292):
Displaying 20 items.
- Optimal portfolio estimation for dependent financial returns with generalized empirical likelihood (Q454470) (← links)
- Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896) (← links)
- Asset proportions in optimal portfolios with dependent default risks (Q974807) (← links)
- The generalized harmonic mean and a portfolio problem with dependent assets (Q1367737) (← links)
- Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios (Q1375552) (← links)
- Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288) (← links)
- On capital allocation for stochastic arrangement increasing actuarial risks (Q1616355) (← links)
- Ordering optimal deductible allocations for stochastic arrangement increasing risks (Q1681183) (← 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)
- 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)
- Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530) (← links)
- Risky allocations from a risk-neutral informed principal (Q2493219) (← links)
- STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS (Q3444868) (← links)
- ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES (Q4562956) (← links)
- AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS (Q4658677) (← links)
- A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property (Q5089921) (← links)
- Increasing convex order of capital allocation with dependent assets under threshold model (Q6572911) (← links)
