Risk Allocation under Liquidity Constraints
Year of publication: |
2014-04
|
---|---|
Authors: | Csóka, Péter ; Herings, P. Jean-Jacques |
Institutions: | Fondazione ENI Enrico Mattei (FEEM) |
Subject: | Market Microstructure | Coherent Measures of Risk | Market Liquidity | Portfolio Performance Evaluation | Risk Capital Allocation | Totally Balanced Games |
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