Coherent risk measures, coherent capital allocations and the gradient allocation principle

Dorfleitner, Gregor and Buch, Arne (2008) Coherent risk measures, coherent capital allocations and the gradient allocation principle. Insurance: Mathematics & economics 42 (1), pp. 235-242.

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Item Type:Article
Institutions: Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)
Interdisciplinary subject network:Immobilien- und Kapitalmärkte, Immobilien- und Kapitalmärkte
Subjects:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Unknown
Owner:Gregor Dorfleitner
Deposited On:18 Jun 2008 11:54
Last Modified:19 Jul 2010 14:34
Item ID:3801
Owner Only: item control page