"Capital allocation à la Aumann-Shapley for non-differentiable risk ..."

Francesca Centrone, Emanuela Rosazza Gianin (2018)

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DOI: 10.1016/J.EJOR.2017.11.051

access: closed

type: Journal Article

metadata version: 2020-02-21

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Francesca Centrone, Emanuela Rosazza Gianin:
Capital allocation à la Aumann-Shapley for non-differentiable risk measures. Eur. J. Oper. Res. 267(2): 667-675 (2018)

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