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Extended gradient of convex function and capital allocation - MaRDI portal

Extended gradient of convex function and capital allocation (Q2083970)

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scientific article; zbMATH DE number 7602404
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English
Extended gradient of convex function and capital allocation
scientific article; zbMATH DE number 7602404

    Statements

    Extended gradient of convex function and capital allocation (English)
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    17 October 2022
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    risk analysis
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    capital allocation
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    risk sharing
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    gradient
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    Steiner point
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