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Risk capital allocation by coherent risk measures based on one-sided moments

Fischer, Tom (2002):
Risk capital allocation by coherent risk measures based on one-sided moments.
2223, Darmstadt, Technische Universitaet Darmstadt, Fachbereich Mathematik, [Book]

Item Type: Book
Erschienen: 2002
Creators: Fischer, Tom
Title: Risk capital allocation by coherent risk measures based on one-sided moments
Language: English
Volume: 2223
Place of Publication: Darmstadt
Publisher: Technische Universitaet Darmstadt, Fachbereich Mathematik
Divisions: 04 Department of Mathematics
Date Deposited: 19 Nov 2008 16:28
License: [undefiniert]
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