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methods from the point of view if they are satisfying core compatibility. We test this with simulation where we add to the … Risk ; Core ; Simulation … between the methods. There are some properties that an allocation method should satisfy: full allocation, core compatibility …
Persistent link: https://www.econbiz.de/10009152564
methods from the point of view if they are satisfying core compatibility. We test this with simulation where we add to the … between the methods. There are some properties that an allocation method should satisfy: full allocation, core compatibility … existing literature that we test core compatibility with different assumptions on returns: on normal and t-distributed returns …
Persistent link: https://www.econbiz.de/10009195310
of players. The social structure is utilized to refine the core of the game. For every coalition the relative strength of … stable core is the set of socially stable elements of the core. We show that the socially stable core is non-empty if the … game itself is socially stable. In general the socially stable core consists of a finite number of faces of the core and …
Persistent link: https://www.econbiz.de/10010325448
of players. The social structure is utilized to refine the core of the game. For every coalition the relative strength of … stable core is the set of socially stable elements of the core. We show that the socially stable core is non-empty if the … game itself is socially stable. In general the socially stable core consists of a finite number of faces of the core and …
Persistent link: https://www.econbiz.de/10011335223
This work aims to provide different perspectives on the relationships between cooperative game theory and the research field concerning climate change dynamics. New results are obtained in the framework of competitive bargaining solutions and related issues, moving from a cooperative approach to...
Persistent link: https://www.econbiz.de/10012547760
of players. The social structure is utilized to refine the core of the game. For every coalition the relative strength of … stable core is the set of socially stable elements of the core. We show that the socially stable core is non-empty if the … game itself is socially stable. In general the socially stable core consists of a finite number of faces of the core and …
Persistent link: https://www.econbiz.de/10014029351
of players. The social structure is utilized to refine the core of the game. For every coalition the relative strength of … stable core is the set of socially stable elements of the core. We show that the socially stable core is non-empty if the … game itself is socially stable. In general the socially stable core consists of a finite number of faces of the core and …
Persistent link: https://www.econbiz.de/10005137108
structure is utilized to refine the core of the game. For every coalition the relative strength of a player within that … the collection of coalitions that can attain it, all players have the same power. The socially stable core is the set of … socially stable elements of the core. We show that the socially stable core is non-empty if the game itself is socially stable …
Persistent link: https://www.econbiz.de/10011257354
Present market instabilities have prompted great interest on the characteristics of specific portfolios such as minimum variance and equally- weighted risk contribution portfolios as these portfolios do not rely on the estimate of expected returns. Indeed, in turmoil periods traditional market...
Persistent link: https://www.econbiz.de/10013018612
that log-monetary reserves are coupled, and that banks can also borrow/lend from/to a central bank. When all banks optimize …
Persistent link: https://www.econbiz.de/10012949299