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  • Search: subject:"Scenario-dependent allocation strategy"
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Subject
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Allocation 1 Allokation 1 Measurement 1 Messung 1 Multivariate Analyse 1 Multivariate analysis 1 Polynominal decision rule 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikokapital 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk capital allocation 1 Risk management 1 Risk measure 1 Scenario-dependent allocation strategy 1 Scenario-dependent multivariate shortfall 1 Theorie 1 Theory 1 Venture capital 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ma, Tiejun 1 Wang, Wei 1 Xu, Huifu 1
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European journal of operational research : EJOR 1
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ECONIS (ZBW) 1
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Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei; Xu, Huifu; Ma, Tiejun - In: European journal of operational research : EJOR 306 (2023) 1, pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
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