Properties and comparison of risk capital allocation methods

Dóra Balog, Tamás László Bátyi, Péter Csóka, Miklós Pintér. Properties and comparison of risk capital allocation methods. European Journal of Operational Research, 259(2):614-625, 2017. [doi]

Authors

Dóra Balog

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Tamás László Bátyi

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Péter Csóka

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Miklós Pintér

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