Capital allocation for portfolios with non-linear risk aggregation (Q506075)
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scientific article; zbMATH DE number 6679038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital allocation for portfolios with non-linear risk aggregation |
scientific article; zbMATH DE number 6679038 |
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Capital allocation for portfolios with non-linear risk aggregation (English)
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31 January 2017
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capital allocation
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Euler rule
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fuzzy core
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Aumann-Shapley value
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risk measures
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