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 11 items.
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)