Optimal Capital Allocations

cap | Covariance Allocation Principle |

dat1 | Public data risk no. 1 |

dat2 | Public data risk no. 2 |

ES | Expected Shortfall |

hap | Haircut Allocation Principle |

OCA-package | Optimal Capital Allocation Principles |

Overbeck2 | Overbeck type II Allocation Principle |

Risk | Risk measures suchs as Value at Risk (VaR) and Expected... |

VaR | Value at Risk |

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