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Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
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2009
Persistent link: https://www.econbiz.de/10009126885
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2
On the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Schoutens, Wim
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2007
Persistent link: https://www.econbiz.de/10003613733
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3
Basel II : capital requirements for equity investment portfolios
Suarez, Fabian
;
Dhaene, Jan
;
Henrard, Luc
;
Vanduffel, Steven
-
2006
Persistent link: https://www.econbiz.de/10003610788
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4
A note on optimal lower bound approximations for risk measures of sums of lognormals
Vanduffel, Steven
;
Chen, X.
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2006
Persistent link: https://www.econbiz.de/10003610847
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5
Asset correlations: shifting tides
Chernih, Andrew
(
contributor
);
Vanduffel, Steven
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003611637
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6
Some results on Denault's capital allocation rule
Vanduffel, Steven
(
contributor
);
Dhaene, Jan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003572198
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