Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coherent risk measures, coherent capital allocations and the gradient allocation principle |
scientific article |
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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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