Asymptotics for Risk Capital Allocations Based on Conditional Tail Expectation
Year of publication: |
2013
|
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Authors: | Asimit, Alexandru Vali ; Furman, Edward ; Tang, Qihe ; Vernic, Raluca |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomaß | Risk measure | Risikokapital | Venture capital | Risiko | Risk | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Insurance: Mathematics and Economics, Vol. 49, No. 3, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 10, 2011 erstellt |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C60 - Mathematical Methods and Programming. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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