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Can Nash inform capital requirements? Allocating systemic risk measures

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ararat, Çağın, Feinstein, Zachary
Format:	Preprint
Published:	2025
Subjects:	Risk Management Optimization and Control 26E25, 46N10, 91A15, 91G45, 91G70
Online Access:	Acceder al recurso
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