Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2047081575 / rank | |||
Normal rank | |||
Revision as of 00:23, 20 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
