author = { Zheng, Chengli AND Chen, Yan },

title = { Allocation of risk capital based on iso-entropic coherent risk measure },

publisher = {OmniaScience},

isbn = {2013-0953},

keywords = { risk capital allocation , marginal risk contribution , iso-entropic coherent risk measure , minimal excess principle },

year = {2015},

abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},

url = { http://slubdd.de/katalog?TN_libero_mab2 }