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~subject:"Multivariate distribution"
~subject:"Portfolio selection"
~type_genre:"Working Paper"
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Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126884
Saved in:
2
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126893
Saved in:
3
Copulas and the distribution of cash flows with mixed signs
Goovaerts, Marc J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916856
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