Capital Allocation Rules and Generalized Collapse to the Mean: Theory and Practice
In this paper, we focus on capital allocation methods based on marginal contributions. In particular, concerning the relation between linear capital allocation rules and the well-known Gradient (or Euler) allocation, we investigate an extension to the convex and non-differentiable case of the result...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-03-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/6/964 |
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