Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355)
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scientific article; zbMATH DE number 5315277
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| English | Coherent risk measures, coherent capital allocations and the gradient allocation principle |
scientific article; zbMATH DE number 5315277 |
Statements
Coherent risk measures, coherent capital allocations and the gradient allocation principle (English)
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22 August 2008
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risk capital allocation
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gradient allocation principle
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coherent risk measures
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coherent capital allocations
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0.94355506
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0.9220649
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0.9196962
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0.9184844
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0.9136834
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0.90876514
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0.9032483
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0.9026009
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