Risk capital allocation by coherent risk measures based on one-sided moments. (Q1413388)
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scientific article; zbMATH DE number 2004074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk capital allocation by coherent risk measures based on one-sided moments. |
scientific article; zbMATH DE number 2004074 |
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Risk capital allocation by coherent risk measures based on one-sided moments. (English)
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16 November 2003
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Value-at-Risk
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