Pages that link to "Item:Q1726872"
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The following pages link to A generalization of expected shortfall based capital allocation (Q1726872):
Displayed 4 items.
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity (Q6164736) (← links)