Risk allocation under liquidity constraints

Péter Csóka; P. Jean-Jacques Herings

Year of publication:	2013
Authors:	Csóka, Péter ; Herings, Peter Jean-Jacques
Publisher:	Maastricht
Subject:	Market Microstructure \| Coherent Measures of Risk \| Market Liquidity \| Portfolio Performance Evaluation \| Risk Capital Allocation \| Totally Balanced Games \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Risiko \| Risk \| Risikomanagement \| Risk management \| Risikomaß \| Risk measure \| Marktmikrostruktur \| Market microstructure \| Marktliquidität \| Market liquidity \| Betriebliche Liquidität \| Corporate liquidity \| Liquidität \| Liquidity \| Liquiditätsbeschränkung \| Liquidity constraint \| Messung \| Measurement

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