Determining and Allocating Diversification Benefits for a Portfolio of Risks
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Publication:3569714
DOI10.2143/AST.40.1.2049228zbMath1230.91167OpenAlexW3123141661MaRDI QIDQ3569714
Publication date: 21 June 2010
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.40.1.2049228
diversificationallocated risk marginscapital allocation Euler allocation percentile risk aversionstand-alone risk margins
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