Fair risk allocation in illiquid markets
Year of publication: |
2015
|
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Authors: | Csóka, Péter |
Publisher: |
Budapest : Hungarian Academy of Sciences, Institute of Economics |
Subject: | Market Microstructure | Coherent Measures of Risk | Market Liquidity | Funding Liquidity | Portfolio Performance Evaluation | Risk Capital Allocation | Risk Contributions | Totally Balanced Games | Simulation |
Series: | IEHAS Discussion Papers ; MT-DP - 2015/9 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-615-5447-68-6 |
Other identifiers: | 818707429 [GVK] hdl:10419/129874 [Handle] |
Classification: | C71 - Cooperative Games ; G10 - General Financial Markets. General |
Source: |
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Fair risk allocation in illiquid markets
Csóka, Péter, (2015)
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Fair risk allocation in illiquid markets
Csoka, Peter, (2015)
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