Optimal capital and risk allocations for law- and cash-invariant convex functions
Damir Filipović; Gregor Svindland
| Year of publication: |
2008
|
|---|---|
| Authors: | Filipović, Damir ; Svindland, Gregor |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 12.2008, 3, p. 423-439
|
| Subject: | Risiko | Risk | Messung | Measurement | Kapitalbedarf | Capital requirements | Kreditwürdigkeit | Credit rating | Theorie | Theory |
| 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/10003899207