Quotation Buch, Arne, Dorfleitner, Gregor. 2008. Coherent risk measures, coherent capital allocations and the gradient allocation principle. Insurance Mathematics and Economics 42 (1): 235-242.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Insurance, Mathematics and Economics
Citation Index SSCI
WU Journalrating 2009 A
WU-Journal-Rating new FIN-A, VW-C, WH-B
Language English
Title Coherent risk measures, coherent capital allocations and the gradient allocation principle
Volume 42
Number 1
Year 2008
Page from 235
Page to 242
Reviewed? Y

Associations

People
Buch, Arne (Former researcher)
Dorfleitner, Gregor (Former researcher)
Organization
Institute for Finance and Securities Design IN (Former organization)
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