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Coherent measures of risk from a general equilibrium perspective

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Author Info
Csoka, Peter
Herings, P. Jean-Jacques
Koczy, Laszlo A.

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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 31 (2007)
Issue (Month): 8 (August)
Pages: 2517-2534
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Handle: RePEc:eee:jbfina:v:31:y:2007:i:8:p:2517-2534

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  1. Grigorieva,Elena & Herings,P. Jean-Jacques & Müller,Rudolf & Vermeulen,Dries, 2002. "The private value single item bisection auction," Research Memoranda 051, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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  2. Attila Ambrus & Rossella Argenziano, 2004. "Network Markets and Consumers Coordination," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  3. Kata Bognar & Lones Smith, 2004. "We Can't Argue Forever," IEHAS Discussion Papers 0415, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
  4. John Geanakoplos & Martin Shubik, 1989. "The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets," Cowles Foundation Discussion Papers 913, Cowles Foundation, Yale University. [Downloadable!]
  5. Green, Jerry & Laffont, Jean-Jacques, 1977. "Characterization of Satisfactory Mechanisms for the Revelation of Preferences for Public Goods," Econometrica, Econometric Society, vol. 45(2), pages 427-38, March. [Downloadable!] (restricted)
  6. Rothkopf, Michael H. & Harstad, Ronald M., 1994. "On the role of discrete bid levels in oral auctions," European Journal of Operational Research, Elsevier, vol. 74(3), pages 572-581, May. [Downloadable!] (restricted)
  7. Acerbi, Carlo, 2002. "Spectral measures of risk: A coherent representation of subjective risk aversion," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1505-1518, July. [Downloadable!] (restricted)
  8. Acerbi, Carlo & Tasche, Dirk, 2002. "On the coherence of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1487-1503, July. [Downloadable!] (restricted)
  9. Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics, in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614 Elsevier. [Downloadable!] (restricted)
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  1. Peter Csoka & P. Jean-Jacques Herings, & Laszlo A. Koczy, 2007. "Stable Allocations of Risk," IEHAS Discussion Papers 0704, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
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