On asset allocation for a threshold model with dependent returns (Q2304000)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asset allocation for a threshold model with dependent returns |
scientific article |
Statements
On asset allocation for a threshold model with dependent returns (English)
0 references
6 March 2020
0 references
asset allocation
0 references
threshold model
0 references
lwsai
0 references
increasing concave order
0 references
risk-averse
0 references
0 references
0 references
0 references
0 references
0 references
