<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e19" altimg="si4.svg"><mml:mi>τ</mml:mi></mml:math>-value for risk capital allocation problems

Operations Research Letters - Tập 48 - Trang 752-757 - 2020
Tim J. Boonen1
1University of Amsterdam, Amsterdam School of Economics, Roetersstraat 11, 1018 WB Amsterdam, The Netherlands

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