Risk sharing for capital requirements with multidimensional security markets
Year of publication: |
2019
|
---|---|
Authors: | Liebrich, Felix-Benedikt ; Svindland, Gregor |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 4, p. 925-973
|
Subject: | Capital requirements | Equilibria | Law-invariant acceptance sets | Multidimensional security spaces | Pareto-optimal risk allocations | Polyhedral acceptance sets | Robustness of optimal allocations | Theorie | Theory | Portfolio-Management | Portfolio selection | Allokation | Allocation | Risiko | Risk | Kapitalbedarf | Basler Akkord | Basel Accord | Risikomanagement | Risk management |
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