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Delegation uncertainty
Li, Ye; Wang, Chen - 2018
' delegation decision as a trade-off between asset return uncertainty and delegation uncertainty. Our theory explains several …
Persistent link: https://www.econbiz.de/10011976244
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Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen - In: Journal of the Operational Research Society 72 (2021) 3, pp. 628-641
Persistent link: https://www.econbiz.de/10012500976
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Weak measurability and characterization of risk
Khan, Ali; Sun, Yeneng - In: Economic theory : official journal of the Society for … 13 (1999) 3, pp. 541-560
Persistent link: https://www.econbiz.de/10001389330
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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
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Stable allocations of risk
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - 2007
Persistent link: https://www.econbiz.de/10003647641
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Characterization of risk : a sharp law of large numbers
Hammond, Peter J. (contributor); Sun, Yeneng (contributor) - 2007
Persistent link: https://www.econbiz.de/10003503830
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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 aim at solving the second problem: How to distribute the diversification …
Persistent link: https://www.econbiz.de/10003551804
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Pooling risk games
Alon, Tzvi; Haviv, Moshe - In: International game theory review 22 (2020) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10012582722
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Strategically biased learning in market interactions
Bottazzi, Giulio; Giachini, Daniele - 2022
We consider a market economy where two rational agents are able to learn the distribution of future events. In this context, we study whether moving away from the standard Bayesian belief updating, in the sense of under-reaction to some degree to new information, may be strategically convenient...
Persistent link: https://www.econbiz.de/10012797563
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Optimal Trade Sizing in a Game with Favourable Odds : The Stock Market
Haghani, Victor - 2016
a simple outline of individual risk aversion. We illustrate these two heuristics, which are not widely appreciated, with …
Persistent link: https://www.econbiz.de/10012978604