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

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Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation (2013, unknown): “Buch and Dorfleitner (2008) discuss the gradient allocation principle which generalizes well known allocation principles including the TVaR and covariance rules.”
On the Impossibility of Fair Risk Allocation (2010, background): “Finally, there is a related impossibility result by Buch and Dorfleitner (2008). They showed that if one uses the gradient principle to allocate risk and ETP (the authors call it Symmetry) is satisfied, then the measure of risk must be linear, not allowing for any diversification benefits.”