Capital allocation with multivariate convex risk measures (Q2698586): Difference between revisions
From MaRDI portal
Latest revision as of 23:24, 31 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Capital allocation with multivariate convex risk measures |
scientific article |
Statements
Capital allocation with multivariate convex risk measures (English)
0 references
24 April 2023
0 references
capital allocation
0 references
coherent risk measure
0 references
convex risk measure
0 references
multivariate risk measure
0 references
entropic risk measure
0 references
0 references
0 references
0 references
0 references