Risk Allocation under shortfall constraints: Improved allocation by Incorporating parameter uncertainty.

J.B. Molenkamp

Research output: Book / Report › Report › Professional

Original language	English
Place of Publication	Amsterdam
Publisher	Faculteit der Economische Wetenschappen en Bedrijfskunde
Number of pages	20
Publication status	Published - 2003

Name	FBFS working paper

Persistent URL (handle)

TY - BOOK

T1 - Risk Allocation under shortfall constraints: Improved allocation by Incorporating parameter uncertainty.

AU - Molenkamp, J.B.

PY - 2003

Y1 - 2003

M3 - Report

T3 - FBFS working paper

BT - Risk Allocation under shortfall constraints: Improved allocation by Incorporating parameter uncertainty.

PB - Faculteit der Economische Wetenschappen en Bedrijfskunde

CY - Amsterdam

ER -