Csóka, Péter; Herings, P. Jean-Jacques; Kóczy, … - Keleti Károly Gazdasági Kar, Óbudai Egyetem - 2007
portfolios' realization vectors, risk allocation games aim at solving the second problem: How to distribute the diversification … risk is always possible. When the aggregate portfolio is riskless, the class of risk allocation games coincides with the …