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fbtwitterlinkedinvimeoflicker grey 14rssslideshare1
Languages: English
Types: Article
Subjects: QA, HF

Classified by OpenAIRE into

arxiv: Computer Science::Symbolic Computation, Mathematics::Optimization and Control
It is shown that for elliptically distributed bivariate random vectors, the riskiness and dependence strength of random portfolios, in the sense of the univariate convex and bivariate concordance stochastic orders respectively, can be simply characterised in terms of the vector's Σ-matrix.

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