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isPartOf:"Journal of risk management in financial institutions"
type:"article"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Boonen, Tim J."
~person:"Mensi, Walid"
~subject:"Capital allocation"
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Journal of risk management in financial institutions
European journal of operational research : EJOR
The North American journal of economics and finance : a journal of financial economics studies
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A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
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