Showing 101 - 110 of 458
Persistent link: https://www.econbiz.de/10011942002
Persistent link: https://www.econbiz.de/10012113666
Persistent link: https://www.econbiz.de/10012115133
Purpose: The potential of diversified portfolio leads to the risk capital allocation problem. There are many kinds of methods or rules to allocate risk capital. However, they have flaws, such as non-continuity, unfairness. In order to get a better method, we propose a new risk measure to be the...
Persistent link: https://www.econbiz.de/10011914352
Persistent link: https://www.econbiz.de/10012129072
Persistent link: https://www.econbiz.de/10012154631
Persistent link: https://www.econbiz.de/10012216411
Persistent link: https://www.econbiz.de/10011788410
Persistent link: https://www.econbiz.de/10011788417
Persistent link: https://www.econbiz.de/10011788516