Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355): Difference between revisions
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| Property / OpenAlex ID: W2047081575 / rank | |||
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / cites work: Q4441514 / rank | |||
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| Property / cites work: Q4550909 / rank | |||
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| Property / cites work: Economic Capital Allocation Derived from Risk Measures / rank | |||
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| 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. / rank | |||
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| Property / cites work: AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION / rank | |||
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Latest revision as of 15:16, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coherent risk measures, coherent capital allocations and the gradient allocation principle |
scientific article |
Statements
Coherent risk measures, coherent capital allocations and the gradient allocation principle (English)
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22 August 2008
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risk capital allocation
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gradient allocation principle
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coherent risk measures
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coherent capital allocations
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