Pellerey, Franco; Semeraro, Patrizia A note on the portfolio selection problem. (English) Zbl 1119.91045 Theory Decis. 59, No. 4, 295-306 (2005). MSC: 91G10 PDFBibTeX XMLCite \textit{F. Pellerey} and \textit{P. Semeraro}, Theory Decis. 59, No. 4, 295--306 (2005; Zbl 1119.91045) Full Text: DOI
Belzunce, Félix; Semeraro, Patrizia Preservation of positive and negative orthant dependence concepts under mixtures and applications. (English) Zbl 1066.60021 J. Appl. Probab. 41, No. 4, 961-974 (2004). Reviewer: Moshe Shaked (Tucson) MSC: 60E15 60K10 PDFBibTeX XMLCite \textit{F. Belzunce} and \textit{P. Semeraro}, J. Appl. Probab. 41, No. 4, 961--974 (2004; Zbl 1066.60021) Full Text: DOI