On the Impossibility of Fair Risk Allocation (Q4588482): Difference between revisions

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-.1515/bejte-2014-0051
@@ Property / DOI: 10.1515/bejte-2014-0051 / rank @@
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+W2112761158
@@ Property / OpenAlex ID: W2112761158 / rank @@
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@@ Property / cites work @@
+Liquidity risk theory and coherent measures of risk
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+Coherent Measures of Risk
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+Properties and comparison of risk capital allocation methods
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+How should the cost of joint risk capital be allocated for performance measurement?
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+Core and monotonic allocation methods.
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+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
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@@ Property / DOI: 10.1515/BEJTE-2014-0051 / rank @@
+Normal rank