Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355): Difference between revisions

@@ Property / author @@
+Gregor Dorfleitner
@@ Property / author: Gregor Dorfleitner / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2047081575
@@ Property / OpenAlex ID: W2047081575 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Q4441514
@@ Property / cites work: Q4441514 / rank @@
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@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
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@@ Property / cites work @@
+Economic Capital Allocation Derived from Risk Measures
+Normal rank
@@ Property / cites work @@
+Mathematical Methods and Models for Economists
@@ Property / cites work: Mathematical Methods and Models for Economists / rank @@
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@@ Property / cites work @@
+Risk capital allocation by coherent risk measures based on one-sided moments.
+Normal rank
@@ Property / cites work @@
+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
@@ Property / cites work: AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION / rank @@
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@@ Property / cites work @@
+Q5310532
@@ Property / cites work: Q5310532 / rank @@
+Normal rank