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Weak measurability and characterization of risk

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Cooperative game theory and the measurement of political power

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Stable allocations of risk

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Stable allocations of risk

Csóka, Péter (contributor); … - 2007

The measurement and the allocation of risk are fundamental problems of portfolio management. Coherent measures of risk provide an axiomatic approach to the former problem. In an environment given by a coherent measure of risk and the various portfolios' realization vectors, risk allocation games...

Persistent link: https://www.econbiz.de/10003551804