Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection |
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Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (English)
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13 April 2011
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comonotonicity
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portfolio selection
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constant mix strategies
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provisioning
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