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

Damir Filipovic, Gregor Svindland (2008)

> Home

Details and statistics

DOI: 10.1007/S00780-008-0069-5

access: closed

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/FilipovicS08
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/FilipovicS08
Damir Filipovic, Gregor Svindland:
Optimal capital and risk allocations for law- and cash-invariant convex functions. Finance Stochastics 12(3): 423-439 (2008)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.