Properties and comparison of risk capital allocation methods (Q1751856)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Properties and comparison of risk capital allocation methods
scientific article

    Statements

    Properties and comparison of risk capital allocation methods (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    25 May 2018
    0 references
    0 references
    finance
    0 references
    coherent measures of risk
    0 references
    risk capital allocation
    0 references
    cooperative game theory
    0 references
    simulation
    0 references
    0 references