Compositional methods applied to capital allocation problems

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Bibliographische Detailangaben
Veröffentlicht in:Journal of risk
1. Verfasser: Belles-Sampera, Jaume (VerfasserIn)
Weitere Verfasser: Guillén, Montserrat (VerfasserIn), Santolino, Miguel (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2016
Schlagworte:
risk management > simplex > Aitchison distance > geometric average > capital allocation problems > Aufsatz in Zeitschrift
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