Worst case portfolio vectors and diversification effects
type: Item
instance of: scholarly article
title: Worst case portfolio vectors and diversification effects
zbMATH Open document ID: 1262.91155
author: Ludger Rüschendorf
published in: Finance and Stochastics
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6106802
zbMATH Keywords: dependent risks
zbMATH Keywords: risk bounds
zbMATH Keywords: diversification
zbMATH Keywords: comonotone vectors
MaRDI profile type: Publication
full work available at URL: s00780-010-0150-8
OpenAlex ID: W2087540931
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DOI: 10.1007/S00780-010-0150-8
description: scientific article; zbMATH DE number 6106802