Worst case portfolio vectors and diversification effects (Q1761436)
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scientific article; zbMATH DE number 6106802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst case portfolio vectors and diversification effects |
scientific article; zbMATH DE number 6106802 |
Statements
Worst case portfolio vectors and diversification effects (English)
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15 November 2012
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dependent risks
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risk bounds
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diversification
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comonotone vectors
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