CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487): Difference between revisions
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Revision as of 18:51, 5 March 2024
scientific article; zbMATH DE number 7204733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH |
scientific article; zbMATH DE number 7204733 |
Statements
CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (English)
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27 May 2020
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capital allocation principle
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(financial) portfolio
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multivariate risk measure
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positive homogeneity
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subadditivity
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