Wealth management: Modeling the nonlinear dependence (Q4586458)
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scientific article; zbMATH DE number 6935960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wealth management: Modeling the nonlinear dependence |
scientific article; zbMATH DE number 6935960 |
Statements
Wealth management: Modeling the nonlinear dependence (English)
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13 September 2018
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portfolio selection
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local Gaussian correlation
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nonlinear dependence
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