The center of a convex set and capital allocation (Q319165): Difference between revisions
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| Property / DOI: 10.1016/J.EJOR.2014.12.004 / rank | |||
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Latest revision as of 14:17, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The center of a convex set and capital allocation |
scientific article |
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The center of a convex set and capital allocation (English)
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6 October 2016
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capital allocation
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risk contribution
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coherent risk measures
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risk sharing
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