Capital Allocation for Portfolios with Non-Linear Risk Aggregation
Year of publication: |
2016
|
---|---|
Authors: | Boonen, Tim J. |
Other Persons: | Tsanakas, Andreas (contributor) ; Wuthrich, Mario V. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Allokation | Allocation | Risiko | Risk |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Insurance: Mathematics and Economics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2782033 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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