Cooperative Games With General Deviation Measures

Mathematical Finance

Volumn 23, Issue 2, 2013, Pages 339-365

  Grechuk, Bogdan ^a   Molyboha, Anton ^b   Zabarankin, Michael ^b  

^a UNIVERSITY OF LEICESTER   (United Kingdom)

^b STEVENS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Cooperative games; Deviation measures; Portfolio theory; Risk sharing

Indexed keywords

EID: 84874730618     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2011.00495.x     Document Type: Article

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