Capital allocation rules and acceptance sets

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Mathematics and financial economics
1. Verfasser: Canna, Gabriele (VerfasserIn)
Weitere Verfasser: Centrone, Francesca (VerfasserIn), Rosazza Gianin, Emanuela (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
Capital allocation > Acceptance sets > Convex risk measures > Quasi-convex risk measures > Aufsatz in Zeitschrift
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