Coherent Measures of Risk from a General Equilibrium Perspective
Year of publication: |
2011
|
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Authors: | Herings, P. Jean-Jacques ; Csóka, Péter ; Koczy, Laszlo A. |
Publisher: |
[S.l.] : SSRN |
Subject: | CAPM | Risiko | Risk | Allgemeines Gleichgewicht | General equilibrium | Messung | Measurement | Risikomanagement | Risk management | Theorie | Theory |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 28, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.1853573 [DOI] |
Classification: | D51 - Exchange and Production Economies ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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