"Allocation of risk capital in a cost cooperative game induced by a ..."

Mauro Bernardi, Roy Cerqueti, Arsen Palestini (2021)

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DOI: 10.1080/01605682.2019.1686958

access: closed

type: Journal Article

metadata version: 2021-04-29

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Mauro Bernardi, Roy Cerqueti, Arsen Palestini:
Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall. J. Oper. Res. Soc. 72(3): 628-641 (2021)

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