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Risk capital allocation with autonomous subunits: the Lorenz set
Jens Leth Hougaard
, Aleksandrs Smilgins
Section for Production, Markets and Policy
5
Citations (Scopus)
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Dive into the research topics of 'Risk capital allocation with autonomous subunits: the Lorenz set'. Together they form a unique fingerprint.
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Business & Economics
Allocation Problem
29%
Capital Allocation
100%
Diversification Benefits
33%
Fairness
29%
Risk Capital
99%
Mathematics
Diversification
19%
Fairness
17%
Nonuniqueness
15%