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ArticleStable allocations of risk

Péter Csóka2008

OA

Articlebronze2008

Stable allocations of risk

Péter Csóka · P. Jean‐Jacques Herings · László Á. Kóczy

60 citations·0/0 files stored·Games and Economic Behavior

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Game Theory and Voting Systems Game Theory and Applications Risk and Portfolio Optimization

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References

1999Coherent Measures of Risk 1971Cores of convex games 2002On the coherence of expected shortfall 1967On balanced sets and cores 2002Spectral measures of risk: A coherent representation of subjective risk aversion 1975On the core of linear production games 2001Coherent allocation of risk capital 1969On market games

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2019Sharing the Value-at-Risk Under Distributional Ambiguity

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Details

Year2008

Typearticle

Published2008-11-26

VenueGames and Economic Behavior

ISSN-L0899-8256

Languageen

Citations60

Files0 public / 0

ShelfGame Theory and Voting Systems

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doi10.1016/j.geb.2008.11.001

openalex_workW2138106469

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