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  • Search: subject:"Totally Balanced Games"
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Year of publication
Subject
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Totally Balanced Games 20 Coherent Measures of Risk 17 Market Liquidity 10 Market Microstructure 10 Portfolio Performance Evaluation 10 Risk Capital Allocation 10 Exact Games 8 Risk Allocation Games 7 Shapley value 6 Messung 5 Risiko 5 Risikomanagement 5 Risikomaß 5 Theorie 5 Liquidity 4 Liquidität 4 Market liquidity 4 Market microstructure 4 Marktliquidität 4 Marktmikrostruktur 4 Measurement 4 Portfolio selection 4 Portfolio-Management 4 Risk 4 Risk management 4 Risk measure 4 Spieltheorie 4 Betriebliche Liquidität 3 Core 3 Corporate liquidity 3 Funding Liquidity 3 Liquidity constraint 3 Liquiditätsbeschränkung 3 Risk Contributions 3 Simulation 3 Solution core 3 Theory 3 Coalitions 2 Common Rankings 2 Markets 2
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Online availability
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Free 22
Type of publication
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Book / Working Paper 22
Type of publication (narrower categories)
All
Working Paper 10 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
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English 15 Undetermined 7
Author
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Csóka, Péter 14 Herings, P. Jean-Jacques 7 Csoka, Peter 4 Herings, Peter Jean-Jacques 3 Kóczy, László Á. 3 Dimitrov, Dinko 2 Lazarova, Emiliya 2 Pintér, Miklós 2 Wooders, Myrna 2 Herings, Jean-Jacques 1 Koczy, Laszlo A. 1 Pinter, Miklos 1 Pintér, Péter Miklós 1
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Institution
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Közgazdaság-tudományi Intézet, Közgazdaság- és Regionális Tudományi Kutatóközpont 4 Fondazione ENI Enrico Mattei (FEEM) 2 Keleti Károly Gazdasági Kar, Óbudai Egyetem 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Közgazdaságtudományi Kar, Budapesti Corvinus Egyetem 1 Vanderbilt University Department of Economics 1
Published in...
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IEHAS Discussion Papers 8 MPRA Paper 2 Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet 2 Nota di Lavoro 2 Working Paper Series / Keleti Károly Gazdasági Kar, Óbudai Egyetem 2 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 2 Corvinus Economics Working Papers (CEWP) 1 GSBE research memoranda 1 Vanderbilt University Department of Economics Working Papers 1 Working paper 1
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Source
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RePEc 12 EconStor 6 ECONIS (ZBW) 4
Showing 1 - 10 of 22
Cover Image
Fair risk allocation in illiquid markets
Csóka, Péter - 2015
Let us consider a financially constrained leveraged financial firm having some divisions which have invested into some risky assets. Using coherent measures of risk the sum of the capital requirements of the divisions is larger than the capital requirement of the firm itself, there is some...
Persistent link: https://www.econbiz.de/10011444422
Saved in:
Cover Image
Fair risk allocation in illiquid markets
Csoka, Peter - Közgazdaság-tudományi Intézet, Közgazdaság- és … - 2015
Let us consider a financially constrained leveraged financial firm having some divisions which have invested into some risky assets. Using coherent measures of risk the sum of the capital requirements of the divisions is larger than the capital requirement of the firm itself, there is some...
Persistent link: https://www.econbiz.de/10011253012
Saved in:
Cover Image
Fair risk allocation in illiquid markets
Csóka, Péter - 2015
Let us consider a financially constrained leveraged financial firm having some divisions which have invested into some risky assets. Using coherent measures of risk the sum of the capital requirements of the divisions is larger than the capital requirement of the firm itself, there is some...
Persistent link: https://www.econbiz.de/10010481803
Saved in:
Cover Image
Risk Allocation under Liquidity Constraints
Csóka, Péter; Herings, P. Jean-Jacques - 2014
class of transferable utility games coincides with the class of totally balanced games. It follows from our results that …
Persistent link: https://www.econbiz.de/10010398404
Saved in:
Cover Image
Risk Allocation under Liquidity Constraints
Csóka, Péter; Herings, P. Jean-Jacques - Fondazione ENI Enrico Mattei (FEEM) - 2014
class of transferable utility games coincides with the class of totally balanced games. It follows from our results that …
Persistent link: https://www.econbiz.de/10010781880
Saved in:
Cover Image
On the impossibility of fair risk allocation
Csóka, Péter; Pintér, Miklós - Közgazdaságtudományi Kar, Budapesti Corvinus Egyetem - 2014
of totally balanced games and also on the class of exact games. …
Persistent link: https://www.econbiz.de/10011019317
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Cover Image
Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2014
class of transferable utility games coincides with the class of totally balanced games. It follows from our results that …
Persistent link: https://www.econbiz.de/10010350439
Saved in:
Cover Image
Risk Allocation under Liquidity Constraints
Csóka, Péter; Herings, P. Jean-Jacques - 2013
class of transferable utility games coincides with the class of totally balanced games. It follows from our results that …
Persistent link: https://www.econbiz.de/10010494552
Saved in:
Cover Image
Risk Allocation under Liquidity Constraints
Csoka, Peter; Herings, P. Jean-Jacques - Közgazdaság-tudományi Intézet, Közgazdaság- és … - 2013
class of transferable utility games coincides with the class of totally balanced games. It follows from our results that …
Persistent link: https://www.econbiz.de/10010699525
Saved in:
Cover Image
Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2013
Persistent link: https://www.econbiz.de/10010199466
Saved in:
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