Conditional Comonotonicity
Year of publication: |
2005
|
---|---|
Authors: | Napp, Clotilde ; Jouini, Elyès |
Institutions: | HAL |
Subject: | comonotonicity | dynamic comonotonicity |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00151516/en/ Published, Decisions in Economics and Finance, 2005, 27, 2, 153-166 |
Source: |
-
Napp, Clotilde, (2004)
-
A Comonotonic Image of Independence for Additive Risk Measures
Goovaerts, Marc J., (2004)
-
Value at risk and the diversification dogma
Erdely, Arturo, (2017)
- More ...
-
Evolutionary strategic beliefs and financial markets
Jouini, Elyès, (2012)
-
Behavioral biases and representative agent
Jouini, Elyès, (2012)
-
Jouini, Elyès, (2013)
- More ...