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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Belles Sampera, Jaume |
dc.contributor.author | Guillén, Montserrat |
dc.contributor.author | Santolino, Miguel |
dc.date | 2017-12-19T14:31:01Z |
dc.date | 2017-12-19T14:31:01Z |
dc.date | 2014-09 |
dc.date | 2017-12-19T14:31:01Z |
dc.identifier.citation | 0167-6687 |
dc.identifier.citation | 642224 |
dc.identifier.uri | http://hdl.handle.net/2445/118811 |
dc.format | 6 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Elsevier B.V. |
dc.relation | Versió postprint del document publicat a: https://doi.org/10.1016/j.insmatheco.2014.06.014 |
dc.relation | Insurance Mathematics and Economics, 2014, vol. 58, num. September, p. 132-137 |
dc.relation | https://doi.org/10.1016/j.insmatheco.2014.06.014 |
dc.rights | (c) Elsevier B.V., 2014 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Risc (Economia) |
dc.subject | Assignació de recursos |
dc.subject | Capital |
dc.subject | Risk |
dc.subject | Resource allocation |
dc.subject | Capital |
dc.title | GlueVaR risk measures in capital allocation applications |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |