CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q128265510, #quickstatements; #temporary_batch_1723853789000 |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1017/s0269964819000032 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2922332864 / rank | |||
Normal rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q128265510 / rank | |||
Normal rank | |||
Latest revision as of 01:46, 17 August 2024
scientific article; zbMATH DE number 7204733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH |
scientific article; zbMATH DE number 7204733 |
Statements
CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (English)
0 references
27 May 2020
0 references
capital allocation principle
0 references
(financial) portfolio
0 references
multivariate risk measure
0 references
positive homogeneity
0 references
subadditivity
0 references
0 references
