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zbMath1240.91182MaRDI QIDQ3170947

Fengxia Hu, Ding Jun Yao

Publication date: 29 September 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

conditional expectation risk measure directional derivative capital allocation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Corporate finance (dividends, real options, etc.) (91G50)

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