ES                      Expected Shortfall
OCA-package             Optimal Capital Allocation Principles
Overbeck2               Overbeck type II Allocation Principle
Risk                    Risk measures suchs as Value at Risk (VaR) and
                        Expected Shortfall (ES) with normal and
                        t-student distributions.
VaR                     Value at Risk
cap                     Covariance Allocation Principle
dat1                    Public data risk no. 1
dat2                    Public data risk no. 2
hap                     Haircut Allocation Principle
