The center of a convex set and capital allocation (Q319165)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The center of a convex set and capital allocation |
scientific article; zbMATH DE number 6633445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The center of a convex set and capital allocation |
scientific article; zbMATH DE number 6633445 |
Statements
The center of a convex set and capital allocation (English)
0 references
6 October 2016
0 references
capital allocation
0 references
risk contribution
0 references
coherent risk measures
0 references
risk sharing
0 references
0 references
0 references
0.8455553
0 references
0.84543866
0 references
0.83992773
0 references
0.82910764
0 references
0.82544494
0 references
0 references
0.8225602
0 references
