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Stable allocations of risk
16 references·1 citing·34 second hop
Stable allocations of risk (2008)Stable allocations of riskEstimating the structural credit risk model when equity prices are contaminated by trading noises (2008)Estimating the structural cre…Multi-issue allocation situations (2004)Multi-issue allocation situat…A necessary and sufficient condition for non-emptiness of the core of a non-transferable utility game (2003)A necessary and sufficient co…Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Spectral measures of risk: A …On the coherence of expected shortfall (2002)On the coherence of expected …Coherent allocation of risk capital (2001)Coherent allocation of risk c…Coherent Measures of Risk (1999)Coherent Measures of RiskTotally balanced games arising from controlled programming problems (1984)Totally balanced games arisin…Permutation games: Another class of totally balanced games (1984)Permutation games: Another cl…Totally Balanced Games and Games of Flow (1982)Totally Balanced Games and Ga…Generalized Network Problems Yielding Totally Balanced Games (1982)Generalized Network Problems …On the core of linear production games (1975)On the core of linear product…Cores of exact games, I (1972)Cores of exact games, ICores of convex games (1971)Cores of convex gamesOn market games (1969)On market gamesOn balanced sets and cores (1967)On balanced sets and coresSharing the Value-at-Risk Under Distributional Ambiguity (2019)Sharing the Value-at-Risk Und…A value for n -person games (1988)A Course in Game Theory (1994)Expected shortfall and beyond (2002)AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (2005)Measuring the systemic importance of interconnected banks (2013)An Overview of Value at Risk (1997)Modelling Extremal Events (1997)Modeling and Forecasting Realized Volatility (2003)Theory of rational option pricing (2005)Lectures on Stochastic Programming (2009)A Limit Theorem on the Core of an Economy (1963)The assignment game I: The core (1971)Chapter 16 Two-sided matching (1992)Operations research games: A survey (2001)The Core of an N Person Game (1967)Algorithmic Aspects of the Core of Combinatorial Optimization Games (1999)Theory of Games and Economic Behavior (1945)Cooperative Fuzzy Games (1981)Liquidity: A New Monetarist Perspective (2017)Theory of games and economic behavior (2019)Job Matching, Coalition Formation, and Gross Substitutes (1982)k-order additive discrete fuzzy measures and their representation (1997)Games and Decisions (2015)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Generalized deviations in risk analysis (2005)Making and Evaluating Point Forecasts (2011)Frameworks and Results in Distributionally Robust Optimization (2022)An Introduction to Copulas (1999)Lectures on Stochastic Programming: Modeling and Theory (2009)Supply Chain Collaboration: (2005)Coherent Risk Measures on General Probability Spaces (2002)Putting order in risk measures (2002)Search and Knightian uncertainty (2004)
this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 1971Cores of convex games1,626 cited
  • 2002On the coherence of expected shortfall1,596 cited
  • 1967On balanced sets and cores1,045 cited
  • 2002Spectral measures of risk: A coherent representation of subjective risk aversion946 cited
  • 1975On the core of linear production games467 cited
  • 2001Coherent allocation of risk capital422 cited
  • 1969On market games387 cited
  • 1972Cores of exact games, I232 cited
  • 1982Totally Balanced Games and Games of Flow220 cited
  • 1982Generalized Network Problems Yielding Totally Balanced Games177 cited
  • 2008Estimating the structural credit risk model when equity prices are contaminated by trading noises96 cited
  • 1984Totally balanced games arising from controlled programming problems87 cited
  • 2004Multi-issue allocation situations65 cited
  • 1984Permutation games: Another class of totally balanced games65 cited
  • 2003A necessary and sufficient condition for non-emptiness of the core of a non-transferable utility game62 cited

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  • 2019Sharing the Value-at-Risk Under Distributional Ambiguity26 cited