Coherent risk measures, coherent capital allocations and the gradient allocation principle

✍ Scribed by A. Buch; G. Dorfleitner

• Book ID: 108153124
• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 313 KB
• Volume: 42
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2007.02.006