Fair risk allocation in illiquid markets
Year of publication: |
2015-02
|
---|---|
Authors: | Csoka, Peter |
Institutions: | Közgazdaság-tudományi Intézet, Közgazdaság- és Regionális Tudományi Kutatóközpont |
Subject: | Market Microstructure | Coherent Measures of Risk | Market Liquidity | Funding Liquidity | Portfolio Performance Evaluation | Risk Capital Allocation | Risk Contributions | Totally Balanced Games | Simulation |
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