JUSTIFICATION OF PER-UNIT RISK CAPITAL ALLOCATION IN PORTFOLIO CREDIT RISK MODELS (Q2929379): Difference between revisions

@@ Property / author @@
-Gregor Dorfleitner
@@ Property / author: Gregor Dorfleitner / rank @@
-Normal rank
@@ Property / author @@
+Gregor Dorfleitner
@@ Property / author: Gregor Dorfleitner / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+LÉVY SIMPLE STRUCTURAL MODELS
@@ Property / cites work: LÉVY SIMPLE STRUCTURAL MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent risk measures, coherent capital allocations and the gradient allocation principle
+Normal rank
@@ Property / cites work @@
+Mathland: the role of mathematics in virtual architecture
+Normal rank
@@ Property / cites work @@
+On convex risk measures on \(L^{p}\)-spaces
@@ Property / cites work: On convex risk measures on \(L^{p}\)-spaces / rank @@
+Normal rank
@@ Property / cites work @@
+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
@@ Property / cites work: AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024914500393
+Normal rank
@@ Property / OpenAlex ID @@
+W1970101666
@@ Property / OpenAlex ID: W1970101666 / rank @@
+Normal rank