Pages that link to "Item:Q2015620"
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The following pages link to Optimal capital allocation based on the tail mean-variance model (Q2015620):
Displayed 5 items.
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)