Portfolio Response to a Shift in a Return Distribution: The Case of n- Dependent Assets (Q4375451)
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scientific article; zbMATH DE number 1113486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Response to a Shift in a Return Distribution: The Case of n- Dependent Assets |
scientific article; zbMATH DE number 1113486 |
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Portfolio Response to a Shift in a Return Distribution: The Case of n- Dependent Assets (English)
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5 February 1998
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stochastic dependence
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