\( \tau \)-value for risk capital allocation problems
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Publication:2661559
DOI10.1016/j.orl.2020.09.003MaRDI QIDQ2661559
Publication date: 7 April 2021
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2020.09.003
90-XX: Operations research, mathematical programming
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