A note on allocation of portfolio shares of random assets with Archimedean copula

Xiaohu Li, Yinping You

Year of publication:	2014
Authors:	Li, Xiaohu ; You, Yinping
Published in:	Stochastic methods in reliability and risk management : [... selected from the presentations given the 7th International Conference on Mathematical Methods in Reliability (MMR2011) held in Beijing, China, June 20 - 24, 2011]. - New York, NY : Springer. - 2014, p. 155-167
Subject:	Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Multivariate Verteilung \| Multivariate distribution

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10010239387