The center of a convex set and capital allocation (Q319165)
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scientific article; zbMATH DE number 6633445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The center of a convex set and capital allocation |
scientific article; zbMATH DE number 6633445 |
Statements
The center of a convex set and capital allocation (English)
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6 October 2016
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capital allocation
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risk contribution
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coherent risk measures
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risk sharing
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0.8455553
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0.84543866
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0.83992773
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0.82910764
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0.82544494
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0.8225602
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