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Coherent measures of risk from a general equilibrium perspective
Peter Csoka
,
P.J.J. Herings
*
, Laszlo A. Koczy
*
Corresponding author for this work
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Article
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Scientific
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peer-review
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Keyphrases
General Equilibrium
100%
Coherent Risk Measures
100%
Risk Measures
100%
Spectral Measure
50%
Equilibrium Measure
40%
Exchange Economy
10%
General Equilibrium Theory
10%
Risk Management
10%
Pricing Kernel
10%
Risk Agent
10%
Subadditivity
10%
Expected Shortfall
10%
Regulated Firms
10%
Economy Model
10%
Comonotonic Additivity
10%
Kernel Properties
10%
Positive Homogeneity
10%
Entity Relation
10%
Translation Invariance
10%
Law Invariance
10%
Natural Measure
10%
Market Portfolio
10%
Economics, Econometrics and Finance
General Equilibrium
100%
Barter Economy
16%
Equilibrium Theory
16%
Risk Management
16%
Pricing
16%
Mathematics
Equilibrium Measure
100%
Equilibrium Theory
25%