Almost expectation and excess dependence notions
Year of publication: |
2015
|
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Authors: | Denuit, Michel ; Huang, Rachel J. ; Tzeng, Larry Y. |
Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer, ISSN 0040-5833, ZDB-ID 189247-2. - Vol. 79.2015, 3, p. 375-401
|
Subject: | Almost stochastic dominance | Portfolio theory | Diversification | Optimal investment | Background risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Risiko | Risk | Risikoaversion | Risk aversion |
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