Optimal capital and risk allocations for law- and cash-invariant convex functions

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@article{4e3a7b24931141d5b12c18543e3b7245,

title = "Optimal capital and risk allocations for law- and cash-invariant convex functions",

author = "Gregor Svindland and D. Filipovi{\'c}",

year = "2008",

month = jul,

doi = "10.1007/s00780-008-0069-5",

language = "English",

journal = "Finance and stochastics",

issn = "0949-2984",

publisher = "Springer Verlag",

}