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Search: subject:"sub-additive convex risk measure"
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asset allocation
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A risk-based approach for asset allocation with a defaultable share
Shen, Yang
;
Siu, Tak Kuen
- In:
Risks
6
(
2018
)
1
,
pp. 1-27
such that a risk metric of an investment portfolio is minimized. By adopting a
sub-additive
convex
risk
measure
, which …
Persistent link: https://www.econbiz.de/10011996573
Saved in:
2
A risk-based approach for asset allocation with a defaultable share
Shen, Yang
;
Siu, Tak Kuen
- In:
Risks : open access journal
6
(
2018
)
1
,
pp. 1-27
such that a risk metric of an investment portfolio is minimized. By adopting a
sub-additive
convex
risk
measure
, which …
Persistent link: https://www.econbiz.de/10011811551
Saved in:
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