Allocation of risk capital on an internal market
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Publication:2256187
DOI10.1016/j.ejor.2013.09.005zbMath1305.91212OpenAlexW3121744115MaRDI QIDQ2256187
Publication date: 19 February 2015
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.09.005
Auctions, bargaining, bidding and selling, and other market models (91B26) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Portfolio theory (91G10)
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