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

  • Gregor Dorfleitner (Contributor)
  • Arne Buch (Contributor)

    Activity: Talk or presentation › Science to science

    Period13 Dec 2006 → 16 Dec 2006
    Event titleQuantitative Methods in Finance
    Event typeUnknown
    Degree of RecognitionInternational