Submodular risk allocation
Year of publication: |
2019
|
---|---|
Authors: | Ghamami, Samim ; Glasserman, Paul |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 10, p. 4656-4675
|
Subject: | financial institutions | markets | risk | correlation | Risiko | Risk | Bankrisiko | Bank risk | Risikomanagement | Risk management | Theorie | Theory | Finanzmarkt | Financial market | Korrelation | Correlation | Finanzsektor | Financial sector | Portfolio-Management | Portfolio selection |
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