CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK |
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CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (English)
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6 March 2009
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capital allocation
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determining system
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dynamic coherent risk measure
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dynamic weighted V\@R
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extreme system
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generator
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risk contribution
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risk metrics
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