Pages that link to "Item:Q2015620"
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The following pages link to Optimal capital allocation based on the tail mean-variance model (Q2015620):
Displaying 26 items.
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- Some remarks on capital allocation by percentile layer (Q487573) (← links)
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- Wang's capital allocation formula for elliptically contoured distributions. (Q1423336) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution (Q2034147) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013) (← links)
- Capital allocation based on the tail covariance premium adjusted (Q2513449) (← links)
- Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- A two-step capital variation model: optimization by different statistical criteria (Q2577225) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Capital allocation based on Haezendonck-Goovaerts risk measure (Q2992795) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)
