Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity
Year of publication: |
2014-07-23
|
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Authors: | Balog, Dóra ; Bátyi, Tamás László ; Csóka, Péter ; Pintér, Miklós |
Publisher: |
Corvinus University of Budapest Faculty of Economics |
Subject: | Mathematics | Econometrics |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Balog, Dóra and Bátyi, Tamás László and Csóka, Péter and Pintér, Miklós (2014) Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity. Working Paper. Corvinus University of Budapest Faculty of Economics, Budapest. |
Source: | BASE |
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