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| Original language | English |
|---|---|
| Journal | Finance and stochastics |
| Publication status | Published - Jul 2008 |
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Optimal capital and risk allocations for law- and cash-invariant convex functions. / Svindland, Gregor; Filipović, D.
In: Finance and stochastics, 07.2008.
In: Finance and stochastics, 07.2008.
Research output: Contribution to journal › Article › Research › peer review
Svindland, G & Filipović, D 2008, 'Optimal capital and risk allocations for law- and cash-invariant convex functions', Finance and stochastics. https://doi.org/10.1007/s00780-008-0069-5
Svindland, G., & Filipović, D. (2008). Optimal capital and risk allocations for law- and cash-invariant convex functions. Finance and stochastics. https://doi.org/10.1007/s00780-008-0069-5
Svindland G, Filipović D. Optimal capital and risk allocations for law- and cash-invariant convex functions. Finance and stochastics. 2008 Jul. doi: 10.1007/s00780-008-0069-5
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title = "Optimal capital and risk allocations for law- and cash-invariant convex functions",
author = "Gregor Svindland and D. Filipovi{\'c}",
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language = "English",
journal = "Finance and stochastics",
issn = "0949-2984",
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TY - JOUR
T1 - Optimal capital and risk allocations for law- and cash-invariant convex functions
AU - Svindland, Gregor
AU - Filipović, D.
PY - 2008/7
Y1 - 2008/7
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