Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:40, 5 March 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)
0 references
22 August 2008
0 references
risk capital allocation
0 references
gradient allocation principle
0 references
coherent risk measures
0 references
coherent capital allocations
0 references