SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Capital Allocation and Its Discontents
16 references·0 citing·39 second hop
Capital Allocation and Its Discontents (2013)Capital Allocation and Its DiscontentsValues of Non-Atomic Games (2015)Values of Non-Atomic GamesOptimal Capital Allocation Principles (2011)Optimal Capital Allocation Pr…Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management:…AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (2005)AN AXIOMATIC APPROACH TO CAPI…Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Spectral measures of risk: A …Pricing and capital allocation in catastrophe insurance (2002)Pricing and capital allocatio…Economic capital allocation derived from risk measures (2002)Economic capital allocation d…Convex measures of risk and trading constraints (2002)Convex measures of risk and t…Coherent allocation of risk capital (2001)Coherent allocation of risk c…Capital Allocation for Insurance Companies (2001)Capital Allocation for Insura…Coherent Measures of Risk (1999)Coherent Measures of RiskFinancial Pricing of Insurance in the Multiple-Line Insurance Company (1998)Financial Pricing of Insuranc…THEORY OF RISK CAPITAL IN FINANCIAL FIRMS (1993)THEORY OF RISK CAPITAL IN FIN…A value for n -person games (1988)A value for n -person gamesCooperative Fuzzy Games (1981)Cooperative Fuzzy GamesContributions to the Theory of Games (1952)Contributions to the Theory o…A Course in Game Theory (1994)Expected shortfall and beyond (2002)Measuring the systemic importance of interconnected banks (2013)An Introduction to Copulas (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Pair-copula constructions of multiple dependence (2007)Quantitative Risk Management (2011)Multivariate Archimax copulas (2014)Theory of Value (1959)Core and Equilibria of a Large Economy. (1975)To Split or Not to Split: Capital Allocation with Convex Risk Measures (2007)Computational Aspects of Cooperative Game Theory (2011)The Pricing of Options and Corporate Liabilities (1973)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)A Theory of Bank Capital (2000)An Overview of Value at Risk (1997)Modelling Extremal Events (1997)Modeling and Forecasting Realized Volatility (2003)Theory of rational option pricing (2005)Lectures on Stochastic Programming (2009)Convex Duality in Constrained Portfolio Optimization (1992)Stochastic Finance: An Introduction in Discrete Time (2002)Theory and Applications of Robust Optimization (2011)Distributionally Robust Convex Optimization (2014)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Generalized deviations in risk analysis (2005)Making and Evaluating Point Forecasts (2011)Frameworks and Results in Distributionally Robust Optimization (2022)Cores of convex games (1971)Graphs and Cooperation in Games (1977)Property Rights and the Nature of the Firm (1990)Potential, Value, and Consistency (1989)k-order additive discrete fuzzy measures and their representation (1997)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)The Chain Store Paradox (1978)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)
this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 1988A value for n -person games5,039 cited
  • 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,208 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 1952Contributions to the Theory of Games1,224 cited
  • 2002Spectral measures of risk: A coherent representation of subjective risk aversion946 cited
  • 2015Values of Non-Atomic Games742 cited
  • 2001Coherent allocation of risk capital422 cited
  • 1993THEORY OF RISK CAPITAL IN FINANCIAL FIRMS350 cited
  • 1981Cooperative Fuzzy Games332 cited
  • 2005AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION290 cited
  • 2001Capital Allocation for Insurance Companies286 cited
  • 1998Financial Pricing of Insurance in the Multiple-Line Insurance Company227 cited
  • 2011Optimal Capital Allocation Principles224 cited
  • 2002Economic capital allocation derived from risk measures198 cited
  • 2002Pricing and capital allocation in catastrophe insurance185 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

No citing works inside the corpus for this window.