Capital allocation rules and acceptance sets (Q2024123)

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scientific article; zbMATH DE number 7342900
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English
Capital allocation rules and acceptance sets
scientific article; zbMATH DE number 7342900

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    Capital allocation rules and acceptance sets (English)
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    3 May 2021
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    capital allocation
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    acceptance sets
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    convex risk measures
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    quasi-convex risk measures
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