Wang's capital allocation formula for elliptically contoured distributions. (Q1423336)
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scientific article; zbMATH DE number 2041756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wang's capital allocation formula for elliptically contoured distributions. |
scientific article; zbMATH DE number 2041756 |
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Wang's capital allocation formula for elliptically contoured distributions. (English)
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14 February 2004
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Capital allocation
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Fair allocation
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Elliptical distributions
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