AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (Q5692937)
From MaRDI portal
scientific article; zbMATH DE number 2209949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION |
scientific article; zbMATH DE number 2209949 |
Statements
AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (English)
0 references
28 September 2005
0 references
risk measure
0 references
expected shortfall
0 references
value-at-risk
0 references
Hahn-Banach theorem
0 references
