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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-03-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/6/964 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!