An axiomatic characterization of capital allocations of coherent risk measures (Q3404106)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An axiomatic characterization of capital allocations of coherent risk measures |
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An axiomatic characterization of capital allocations of coherent risk measures (English)
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5 February 2010
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capital allocation
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coherent risk measures
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