Conditional comonotonicity
Elyès Jouini; Clotilde Napp
| Year of publication: |
2004
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|---|---|
| Authors: | Jouini, Elyès ; Napp, Clotilde |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 27.2004, 2, p. 153-166
|
| Subject: | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Entscheidungstheorie | Decision theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003095209