Optimal capital and risk allocations for law- and cash-invariant convex functions
| Year of publication: |
2008
|
|---|---|
| Authors: | Filipović, Damir ; Svindland, Gregor |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 3, p. 423-439
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| Publisher: |
Springer |
| Subject: | Exact convolutions | Law-invariant risk measures | Optimal capital and risk allocations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184366