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dc.contributor.author
Embrechts, Paul
dc.contributor.author
Liu, Haiyan
dc.contributor.author
Wang, Ruodu
dc.date.accessioned
2018-08-27T12:16:14Z
dc.date.available
2018-08-25T05:50:55Z
dc.date.available
2018-08-27T12:16:14Z
dc.date.issued
2018
dc.identifier.issn
0030-364X
dc.identifier.issn
0096-3984
dc.identifier.issn
1526-5463
dc.identifier.other
10.1287/opre.2017.1716
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/284535
dc.language.iso
en
en_US
dc.publisher
INFORMS
en_US
dc.subject
value-at-risk
en_US
dc.subject
expected shortfall
en_US
dc.subject
risk sharing
en_US
dc.subject
regulatory capital
en_US
dc.subject
robustness
en_US
dc.subject
Arrow–Debreu equilibrium
en_US
dc.title
Quantile-Based Risk Sharing
en_US
dc.type
Journal Article
dc.date.published
2018-07-24
ethz.journal.title
Operations Research
ethz.journal.volume
66
en_US
ethz.journal.issue
4
en_US
ethz.journal.abbreviated
Oper. res.
ethz.pages.start
936
en_US
ethz.pages.end
949
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.publication.place
Linthicum, MD
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus)
ethz.date.deposited
2018-08-25T05:50:55Z
ethz.source
WOS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2018-08-27T12:16:17Z
ethz.rosetta.lastUpdated
2019-02-03T05:17:12Z
ethz.rosetta.versionExported
true
ethz.COinS
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