The center of a convex set and capital allocation (Q319165): Difference between revisions

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-.1016/j.ejor.2014.12.004
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+Perspectives of Risk Sharing
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+Coherent Measures of Risk
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+Q3979160
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+Equilibrium in a Reinsurance Market
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+Q5786938
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+Allocation of risks and equilibrium in markets with finitely many traders
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+Weighted V\@R and its properties
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+ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES
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+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
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+Stochastic finance. An introduction in discrete time
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+COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES
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+Optimal risk sharing with general deviation measures
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+SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION
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+Pareto Equilibria with coherent measures of risk
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+Prevalence: a translation-invariant “almost every” on infinite-dimensional spaces
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+Law invariant risk measures have the Fatou property
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
@@ Property / cites work: AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION / rank @@
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+Shorter Notes: The Center of a Convex Set
@@ Property / cites work: Shorter Notes: The Center of a Convex Set / rank @@
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+Generalized deviations in risk analysis
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+Optimality conditions in portfolio analysis with general deviation measures
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+Risk Tuning with Generalized Linear Regression
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@@ Property / DOI @@
+.1016/J.EJOR.2014.12.004
@@ Property / DOI: 10.1016/J.EJOR.2014.12.004 / rank @@
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