Coherent measures of risk from a general equilibrium perspective
Year of publication: |
2007
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Authors: | Csóka, Péter ; Herings, Peter Jean-Jacques ; Kóczy, László Á. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 8, p. 2517-2534
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Subject: | Allgemeines Gleichgewicht | General equilibrium | Risikomanagement | Risk management | Risiko | Risk | Messung | Measurement | CAPM |
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