Comparisons on aggregate risks from two sets of heterogeneous portfolios
Yiying Zhang, Peng Zhao
| Year of publication: |
2015
|
|---|---|
| Authors: | Zhang, Yiying ; Zhao, Peng |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 65.2015, p. 124-135
|
| Subject: | Arrangement increasing | Chain majorization | Increasing convex order | Multivariate majorization | PHR model | Scale model | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422894