Haezendonck-Goovaerts capital allocation rules (Q2665852)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Haezendonck-Goovaerts capital allocation rules |
scientific article; zbMATH DE number 7430987
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Haezendonck-Goovaerts capital allocation rules |
scientific article; zbMATH DE number 7430987 |
Statements
Haezendonck-Goovaerts capital allocation rules (English)
0 references
19 November 2021
0 references
capital allocation
0 references
Haezendonck-Goovaerts risk measures
0 references
Orlicz risk premium
0 references
quantiles
0 references
ambiguity
0 references
