Optimal capital allocation for individual risk model using a mean-variance principle
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Publication:2691447
DOI10.3934/jimo.2022172OpenAlexW4296368762MaRDI QIDQ2691447
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022172
Inequalities; stochastic orderings (60E15) Sampling theory, sample surveys (62D05) Order statistics; empirical distribution functions (62G30)
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