Risk capital allocation by coherent risk measures based on one-sided moments T. Fischer∗ Darmstadt University of Technology October 21, 2003 - Coherent risk measure - Document - PDFSEARCH.IO

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	Risk capital allocation by coherent risk measures based on one-sided moments T. Fischer∗ Darmstadt University of Technology October 21, 2003 Add to Reading List Document Date: 2014-02-26 07:15:37 Open Document File Size: 212,56 KB Share Result on Facebook

Risk capital allocation by coherent risk measures based on one-sided moments T. Fischer∗ Darmstadt University of Technology October 21, 2003Add to Reading List