The center of a convex set and capital allocation
Bogdan Grechuk
| Year of publication: |
2015
|
|---|---|
| Authors: | Grechuk, Bogdan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 243.2015, 2 (1.6.), p. 628-636
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| Subject: | Capital allocation | Risk contribution | Coherent risk measures | Risk sharing | Theorie | Theory | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risikomaß | Risk measure | Allokation | Allocation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010510003