Asset proportions in optimal portfolios with dependent default risks (Q974807)
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scientific article; zbMATH DE number 5717855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset proportions in optimal portfolios with dependent default risks |
scientific article; zbMATH DE number 5717855 |
Statements
Asset proportions in optimal portfolios with dependent default risks (English)
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8 June 2010
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usual stochastic order
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(increasing) concave order
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default risk
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dependence structure
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0.9398114
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0.9115874
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0.9029815
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0.90088403
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0.90088266
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0.8998319
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0.89507085
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0.89326704
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0.8872395
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0.88515365
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