Pages that link to "Item:Q1751856"
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The following pages link to Properties and comparison of risk capital allocation methods (Q1751856):
Displaying 12 items.
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- Consistency between principal and agent with differing time horizons: computing incentives under risk (Q1740564) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- On benefits of cooperation under strategic power (Q2173128) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- Preservation of risk in capital markets (Q2417160) (← links)
- On the Shapley value of liability games (Q2670595) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- On the Impossibility of Fair Risk Allocation (Q4588482) (← links)
- Pooling Risk Games (Q5012897) (← links)
- Risk contributions of lambda quantiles* (Q5041667) (← links)
