To Split or Not to Split: Capital Allocation with Convex Risk Measures

By Andreas Tsanakas. 2007

145 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/1bd7f91eb7307732a8d63f007d311221a5d67720

Citations in the corpus

• Optimal Capital Allocation Principles (2005, unknown): “They correspond to capital allocation principles that have been considered in Overbeck (2000), Tsanakas (2004), and Tsanakas (2008).”