GlueVaR measures in capital allocation applications
Jaume Belles-Sampera; Montserrat Guillén; Miguel Santolino
| Year of publication: |
2014
|
|---|---|
| Authors: | Belles-Sampera, Jaume ; Guillén, Montserrat ; Santolino, Miguel |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 58.2014, p. 132-137
|
| Subject: | Subadditivity | Tails | Distortion risk measure | Capital allocation | Risk aversion | Messung | Measurement | Risikomaß | Risk measure | Theorie | Theory | Risikoaversion | Portfolio-Management | Portfolio selection | Risiko | Risk | Allokation | Allocation | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| 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/10010437586