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    • Quantifying optimal capital allocation principles based on risk measures 

      Urbina Calero, Jilber Andrés (Universitat Politècnica de Catalunya / Universitat de Barcelona, 2013-07)
      Master thesis
      Open Access
      In this thesis we address the issue of covering risks by allocating capital and solving the so-called allocation problem. For this purpose, we provide functional closed-forms representations for each allocation principle ...