Risk contributions of lambda quantiles
Year of publication: |
2022
|
---|---|
Authors: | Ince, Akif ; Peri, Ilaria ; Pesenti, Silvana |
Subject: | Capital Allocation | Euler Allocation | Lambda Quantiles | Lambda Value-at-Risk | Risk Contribution | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | Allokation | Allocation | Risiko | Risk | Risikomanagement | Risk management |
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