Coherent risk measures, coherent capital allocations and the gradient allocation principle
A. Buch; G. Dorfleitner
| Year of publication: |
2008
|
|---|---|
| Authors: | Buch, A. ; Dorfleitner, G. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 42.2008, 1, p. 235-242
|
| Subject: | Risikokapital | Venture capital | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003682207