COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES

DOI10.1111/j.1467-9965.2011.00495.xzbMath1262.91025MaRDI QIDQ4917303

Anton Molyboha, Bogdan Grechuk, Michael Zabarankin

Publication date: 29 April 2013

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2011.00495.x

zbMATH Keywords

cooperative games; risk sharing; portfolio theory; deviation measures

Mathematics Subject Classification ID

91A12: Cooperative games

Related Items

Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures, Pooling Risk Games, The center of a convex set and capital allocation, Synergy effect of cooperative investment, On dynamic deviation measures and continuous-time portfolio optimization, A note on optimal risk sharing on $L^p$ spaces, Extended gradient of convex function and capital allocation, Individual and cooperative portfolio optimization as linear program, Inverse portfolio problem with mean-deviation model

Cites Work

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