@misc{AignerSchluetter2023, author = {Philipp Aigner and Sebastian Schl{\"u}tter}, title = {Enhancing gradient capital allocation with orthogonal convexity scenarios}, url = {https://www.icir.de/fileadmin/user_upload/editors/documents/working_papers/wp_47_aigner_schluetter_enhancing_gradient_capital_allocation.pdf}, institution = {Wirtschaftswissenschaften}, series = {ICIR Working Paper Series}, number = {No. 47/23}, type = {workingpaper}, pages = {39}, year = {2023}, }