Optimal risk sharing for law invariant monetary utility functions
E. Jouini; W. Schachermayer; N. Touzi
| Year of publication: |
2008
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|---|---|
| Authors: | Jouini, Elyès ; Schachermayer, Walter ; Touzi, Nizar |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 18.2008, 2, p. 269-292
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| Subject: | Risikomanagement | Risk management | Nutzenfunktion | Utility function | Risikoaversion | Risk aversion | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| 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/10003683277