Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
R.-A. Dana
| Year of publication: |
2011
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|---|---|
| Authors: | Dana, Rose-Anne |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 47.2011, 3, p. 328-335
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| Subject: | Theorie | Theory | Risiko | Risk | Nutzen | Utility | Gleichgewichtsmodell | Equilibrium model |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009422734