Capital Allocation for Set-Valued Risk Measures
Year of publication: |
2019
|
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Authors: | Centrone, Francesca |
Other Persons: | Rosazza Gianin, Emanuela (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Allokation | Allocation |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 16, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3373627 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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