Extended gradient of convex function and capital allocation
Bogdan Grechuk
| Year of publication: |
2023
|
|---|---|
| Authors: | Grechuk, Bogdan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 305.2023, 1 (16.2.), p. 429-437
|
| Subject: | Risk analysis | Capital allocation | Risk sharing | Gradient | Steiner point | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management | Mathematische Optimierung | Mathematical programming | Allokation | Allocation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.05.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013479217