Optimal risk sharing under distorted probabilities
Michael Ludkovski; Virginia R. Young
| Year of publication: |
2009
|
|---|---|
| Authors: | Ludkovski, Michael ; Young, Virginia R. |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 2.2009, 2, p. 87-105
|
| Subject: | Risiko | Risk | Allokation | Allocation | Pareto-Optimum | Pareto efficiency | 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/10003871600