Pages that link to "Item:Q3404106"
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The following pages link to An axiomatic characterization of capital allocations of coherent risk measures (Q3404106):
Displaying 4 items.
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS (Q4595300) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- Measuring marginal risk contributions in credit portfolios (Q5400661) (← links)
