Stable allocations of risk

Author:

Csóka Péter,Herings P. Jean-Jacques,Kóczy László Á.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference21 articles.

1. Spectral measures of risk: A coherent representation of subjective risk aversion;Acerbi;J. Banking Finance,2002

2. On the coherence of expected shortfall;Acerbi;J. Banking Finance,2002

3. Coherent measures of risk;Artzner;Math. Finance,1999

4. Large cores and exactness;Biswas;Games Econ. Behav.,1999

5. Some applications of linear programming methods to the theory of cooperative games;Bondareva;Problemy Kybernetiki,1963

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