Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Determining and Allocating Diversification Benefits for a Portfolio of Risks |
scientific article |
Statements
Determining and Allocating Diversification Benefits for a Portfolio of Risks (English)
0 references
21 June 2010
0 references
diversification
0 references
allocated risk margins
0 references
stand-alone risk margins
0 references
capital allocation Euler allocation percentile risk aversion
0 references