Capital allocation rules and acceptance sets
Year of publication: |
2020
|
---|---|
Authors: | Canna, Gabriele ; Centrone, Francesca ; Rosazza Gianin, Emanuela |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 4, p. 759-781
|
Subject: | Capital allocation | Acceptance sets | Convex risk measures | Quasi-convex risk measures | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
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