Pages that link to "Item:Q974807"
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The following pages link to Asset proportions in optimal portfolios with dependent default risks (Q974807):
Displaying 17 items.
- On allocations to portfolios of assets with statistically dependent potential risk returns (Q320292) (← links)
- The generalized harmonic mean and a portfolio problem with dependent assets (Q1367737) (← links)
- Arrangement increasing resource allocation (Q1617329) (← 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)
- Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530) (← 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)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- Increasing convex order of capital allocation with dependent assets under threshold model (Q6572911) (← links)
