Asymptotic capital allocation based on the higher moment risk measure (Q6593150)
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scientific article; zbMATH DE number 7901670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic capital allocation based on the higher moment risk measure |
scientific article; zbMATH DE number 7901670 |
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Asymptotic capital allocation based on the higher moment risk measure (English)
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26 August 2024
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capital allocation
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higher moment risk measure
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asymptotic independence/dependence
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univariate/multivariate regular variation
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