Coherent measures of risk from a general equilibrium perspective

Journal of Banking and Finance

Volumn 31, Issue 8, 2007, Pages 2517-2534

  Csóka, Péter ^a   Herings, P Jean Jacques ^a   Kóczy, László Á ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Asset pricing; Coherent measures of risk; D51; Exchange economies; G10; G12; General equilibrium theory

Indexed keywords

EID: 34447623199     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.10.026     Document Type: Article

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