Pages that link to "Item:Q6164736"
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The following pages link to Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity (Q6164736):
Displaying 4 items.
- Capital allocation to alternatives with a multivariate ladder gamma return distribution (Q524896) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- AGGREGATION AND CAPITAL ALLOCATION FORMULAS FOR BIVARIATE DISTRIBUTIONS (Q5050856) (← links)