Narrow search
Showing 1 - 10 of 27
Cover Image
Balancedness conditions for exact games
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - 2007
Persistent link: https://www.econbiz.de/10003647617
Cover Image
Stable allocations of risk
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - 2007
Persistent link: https://www.econbiz.de/10003647641
Cover Image
Stable allocations of risk
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - In: Games and economic behavior 67 (2009) 1, pp. 266-276
Persistent link: https://www.econbiz.de/10003897209
Cover Image
Convex and exact games with non-transferable utility
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - 2009
Persistent link: https://www.econbiz.de/10003937798
Cover Image
Convex and exact games with non-transferable utility
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - In: European journal of operational research : EJOR 209 (2011) 1, pp. 57-62
Persistent link: https://www.econbiz.de/10008798706
Cover Image
Coherent measures of risk from a general equilibrium perspective
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - 2006
Persistent link: https://www.econbiz.de/10003383551
Cover Image
Coherent measures of risk from a general equilibrium perspective
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - In: Journal of banking & finance 31 (2007) 8, pp. 2517-2534
Persistent link: https://www.econbiz.de/10003522971
Cover Image
Stable allocations of risk
Csóka, Péter (contributor);  … - 2007
The measurement and the allocation of risk are fundamental problems of portfolio management. Coherent measures of risk provide an axiomatic approach to the former problem. In an environment given by a coherent measure of risk and the various portfolios' realization vectors, risk allocation games...
Persistent link: https://www.econbiz.de/10003551804
Cover Image
Balancedness conditions for exact games
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - In: Mathematical methods of operations research 74 (2011) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10009270433
Cover Image
Stable Allocations of Risk
Herings, P. Jean-Jacques - 2011
The measurement and the allocation of risk are fundamental problems of portfolio management. Coherent measures of risk provide an axiomatic approach to the former problem. In an environment given by a coherent measure of risk and the various portfolios' realization vectors, risk allocation games...
Persistent link: https://www.econbiz.de/10013124576