An Efficient Approach to Quantile Capital Allocation and Sensitivity Analysis
Year of publication: |
2018
|
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Authors: | Asimit, Alexandru Vali |
Other Persons: | Peng, Liang (contributor) ; Wang, Ruodu (contributor) ; Yu, Alex (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Sensitivitätsanalyse | Sensitivity analysis | Allokationseffizienz | Allocative efficiency |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in Mathematical Finance Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 7, 2018 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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