Weak comonotonicity (Q2282525)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak comonotonicity |
scientific article |
Statements
Weak comonotonicity (English)
0 references
8 January 2020
0 references
finance
0 references
comonotonicity
0 references
risk aggregation
0 references
conditional beta
0 references
0 references
0 references
0 references