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subject:"Portfolio-Management"
~isPartOf:"Journal of risk"
~person:"Gzyl, Henryk"
~person:"Santolino, Miguel"
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Portfolio-Management
Portfolio selection
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Risk management
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Allokation
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Measurement
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Messung
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Risiko
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Risikomaß
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Theory
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risk management
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Aitchison distance
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Diversification
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Mathematical programming
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Risikokapital
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Welt
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World
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capital allocation problems
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corporate
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diversification
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extreme losses
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financial and insurance risks
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geometric average
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inverse problem
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maximum entropy in the mean (MEM)
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numerical risk capital allocation
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Gzyl, Henryk
Santolino, Miguel
Guillén, Montserrat
2
Aarons, Mark
1
Alemany, Ramon
1
Arici, G.
1
Baule, Rainer
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Belles-Sampera, James
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Belles-Sampera, Jaume
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Bender, Micha
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Boeve, Rolf
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Bolancé, Catalina
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Braun, Valentin
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Ceretta, Paulo Sergio
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Chang, Meng-Shiuh
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1
Coleman, Thomas F.
1
Cong, Jianfa
1
Cui, Xueting
1
Dalai, M.
1
Deaton, Brian D.
1
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Desmettre, Sascha
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Emmer, Susanne
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Hackethal, Andreas
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Lau, Christian
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Journal of risk
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ECONIS (ZBW)
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1
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
2
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
3
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
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