On the Impossibility of Fair Risk Allocation (Q4588482): Difference between revisions

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+Liquidity risk theory and coherent measures of risk
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+Coherent Measures of Risk
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+Properties and comparison of risk capital allocation methods
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+Coherent risk measures, coherent capital allocations and the gradient allocation principle
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+Empirical properties of asset returns: stylized facts and statistical issues
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+Stable allocations of risk
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+Q3254699
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+How should the cost of joint risk capital be allocated for performance measurement?
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+Core and monotonic allocation methods.
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+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
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+A capital allocation based on a solvency exchange option
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+Introduction to the Theory of Cooperative Games
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+Regression games
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+A note on the exact games
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+The Nucleolus of a Characteristic Function Game
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+Cores of exact games. I
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+Contributions to the Theory of Games (AM-28), Volume II
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+Wang's capital allocation formula for elliptically contoured distributions.
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+Monotonic solutions of cooperative games
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