Pages that link to "Item:Q5111487"
From MaRDI portal
The following pages link to CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487):
Displaying 15 items.
- Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Impact of dependence on some multivariate risk indicators (Q2397956) (← links)
- Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
- CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
- AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS (Q4658677) (← links)
- AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS (Q5050856) (← links)
- Risk-Sensitive ICAPM With Application to Fixed-Income Management (Q5273713) (← links)
- (Q5324297) (← links)
- AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (Q5692937) (← links)
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity (Q6164736) (← links)
