"Optimal capital and risk allocations for law- and cash-invariant convex ..."

Damir Filipovic, Gregor Svindland (2008)

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DOI: 10.1007/S00780-008-0069-5

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type: Journal Article

metadata version: 2024-10-06

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Damir Filipovic, Gregor Svindland:
Optimal capital and risk allocations for law- and cash-invariant convex functions. Finance Stochastics 12(3): 423-439 (2008)

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