Csoka, Peter - Közgazdaság-tudományi Intézet, Közgazdaság- és … - 2015
jointly satisfy three natural fairness requirements for allocating risk capital in illiquid markets: Core Compatibility, Equal … the subsets of divisions not containing them, then the same risk capital should be allocated to them. Strong Monotonicity … divisions, then as an incentive its allocated risk capital should not increase. Analyzing the simulation results we conclude …