Asymptotics for risk capital allocations based on conditional tail expectation
Alexandru V. Asimit; Edward Furman; Qihe Tang; Raluca Vernic
| Year of publication: |
2011
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|---|---|
| Authors: | Asimit, Alexandru V. ; Furman, Edward ; Tang, Qihe ; Vernic, Raluca |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 310-324
|
| Subject: | Theorie | Theory | Risikomaß | Risk measure | Risikokapital | Venture capital | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009404721