CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487)
From MaRDI portal
scientific article; zbMATH DE number 7204733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH |
scientific article; zbMATH DE number 7204733 |
Statements
CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (English)
0 references
27 May 2020
0 references
capital allocation principle
0 references
(financial) portfolio
0 references
multivariate risk measure
0 references
positive homogeneity
0 references
subadditivity
0 references
0 references
