Properties and comparison of risk capital allocation methods
Dóra Balog, Tamás László Bátyi, Péter Csóka, Miklós Pintér
| Year of publication: |
1 June 2017
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| Authors: | Balog, Dóra ; Bátyi, Tamás László ; Csóka, Péter ; Pintér, Miklós |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 259.2017, 2 (1.6.), p. 614-625
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| Subject: | Finance | Coherent measures of risk | Risk capital allocation | Cooperative game theory | Simulation | Risiko | Risk | Risikokapital | Venture capital | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Kooperatives Spiel | Cooperative game | Allokation | Allocation | Messung | Measurement | Spieltheorie | Game theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.10.040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011661761