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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.Date of publication of this fulltext: 05 Aug 2009 13:45
Article
DOI to cite this document: 10.5283/epub.3801
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Details
| Item type | Article |
| Journal or Publication Title | Insurance: Mathematics & economics |
| Publisher: | North Holland Publ. Co. |
|---|---|
| Volume: | 42 |
| Number of Issue or Book Chapter: | 1 |
| Page Range: | pp. 235-242 |
| Date | 2008 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner) |
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics |
| Status | Published |
| Refereed | Yes, this version has been refereed |
| Created at the University of Regensburg | Partially |
| URN of the UB Regensburg | urn:nbn:de:bvb:355-epub-38019 |
| Item ID | 3801 |
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