Risk contributions of lambda quantiles
A. Ince, I. Peri and S. Pesenti
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2092543 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367959