Co-monotonicity of optimal investments and the design of structured financial products (Q483696)
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scientific article; zbMATH DE number 6381302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Co-monotonicity of optimal investments and the design of structured financial products |
scientific article; zbMATH DE number 6381302 |
Statements
Co-monotonicity of optimal investments and the design of structured financial products (English)
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17 December 2014
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co-monotonicity
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structured products
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portfolio optimization
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no-arbitrage condition
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decision theory
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