Risk sharing for capital requirements with multidimensional security markets
Felix-Benedikt Liebrich, Gregor Svindland
| Year of publication: |
2019
|
|---|---|
| Authors: | Liebrich, Felix-Benedikt ; Svindland, Gregor |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 4, p. 925-973
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| Subject: | Capital requirements | Equilibria | Law-invariant acceptance sets | Multidimensional security spaces | Pareto-optimal risk allocations | Polyhedral acceptance sets | Robustness of optimal allocations | Theorie | Theory | Risikomanagement | Risk management | Allokation | Allocation | Kapitalbedarf | Risiko | Risk | Basler Akkord | Basel Accord | Pareto-Optimum | Pareto efficiency | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-019-00402-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012114664