Mauro Bernardi, Roy Cerqueti, Arsen Palestini. Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall. JORS, 72(3):628-641, 2021. [doi]
@article{BernardiCP21,
title = {Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall},
author = {Mauro Bernardi and Roy Cerqueti and Arsen Palestini},
year = {2021},
doi = {10.1080/01605682.2019.1686958},
url = {https://doi.org/10.1080/01605682.2019.1686958},
researchr = {https://researchr.org/publication/BernardiCP21},
cites = {0},
citedby = {0},
journal = {JORS},
volume = {72},
number = {3},
pages = {628-641},
}