Comonotonic approximations for optimal portfolio selection problems

Journal of Risk and Insurance

Volumn 72, Issue 2, 2005, Pages 253-300

  Dhaene, J ^a,b   Vanduffel, S ^a,c   Goovaerts, M J ^a,b   Kaas, R ^b   Vyncke, D ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

^c Fortis   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 20744447542     PISSN: 00224367     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1539-6975.2005.00123.x     Document Type: Article

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