Before revision:  We prove several versions of such a result for general distortion risk measures of V@R-type, explicitly construct suitable allocations of the group portfolio, and finally demonstrate how these findings can be extended beyond distortion risk measures  .
After revision:  We prove several versions of such a result for general distortion risk measures of V@R-type, explicitly construct suitable allocations of the network portfolio, and finally demonstrate how these findings can be extended beyond distortion risk measures .