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~isPartOf:"Journal of risk"
~person:"Boonen, Tim J."
~person:"Deng, Geng"
~subject:"Risk measure"
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Boonen, Tim J.
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Journal of risk
European journal of operational research : EJOR
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Static and dynamic risk capital allocations with the Euler rule
Boonen, Tim J.
- In:
Journal of risk
22
(
2019
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013177092
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2
Modeling a risk-based criterion for a portfolio with options
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
- In:
Journal of risk
16
(
2013/14
)
6
,
pp. 77-100
Persistent link: https://www.econbiz.de/10010476243
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