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  • Weighted Pricing Functionals
    Statistics 9(6): 1135–1151. Tsanakas, Andreas. 2004. Dynamic Capital Allocation with Distortion Risk Mea- sures ... and Portfolio Optimization. CAS Summer Forum, Dynamic Financial Analysis Discussion papers, 43–78.

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    • Authors: Edward Furman, Ricardas Zitikis
    • Date: May 2009
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments