Capital allocation with multivariate convex risk measures (Q2698586)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital allocation with multivariate convex risk measures |
scientific article |
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Capital allocation with multivariate convex risk measures (English)
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24 April 2023
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capital allocation
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coherent risk measure
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convex risk measure
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multivariate risk measure
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entropic risk measure
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