Quantile-Based Risk Sharing
Year of publication: |
2017
|
---|---|
Authors: | Embrechts, Paul |
Other Persons: | Liu, Haiyan (contributor) ; Wang, Ruodu (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Risiko | Risk | Theorie | Theory | Verhalten in Organisationen | Organizational behaviour | Branche | Economic sector | Außenwirtschaftspolitik | Foreign economic policy | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming, Operations Research Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 24, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2744142 [DOI] |
Classification: | G10 - General Financial Markets. General ; O16 - Financial Markets; Saving and Capital Investment |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Risk Sharing in an Asymmetric Environment
Fesselmeyer, Eric, (2014)
-
Risk Sharing in an Asymmetric Environment
Fesselmeyer, Eric, (2014)
-
UNISWAP : Impermanent Loss and Risk Profile of a Liquidity Provider
Aigner, Andreas A., (2021)
- More ...
-
Embrechts, Paul, (2018)
-
Embrechts, Paul, (2017)
-
Quantile-based risk sharing with heterogeneous beliefs
Embrechts, Paul, (2017)
- More ...