Pages that link to "Item:Q3008491"
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The following pages link to ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION (Q3008491):
Displaying 12 items.
- The center of a convex set and capital allocation (Q319165) (← links)
- On coherency and other properties of MAXVAR (Q684042) (← links)
- Properties and comparison of risk capital allocation methods (Q1751856) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- Systemic risk components and deposit insurance premia (Q2873037) (← links)
- REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838) (← links)
- DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS (Q4595300) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- Risk contributions: duality and sensitivity (Q4619540) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
