Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
Year of publication: |
2010
|
---|---|
Authors: | Dana, Rose-Anne ; Cuong Le Van |
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. 20.2010, 3, p. 327-339
|
Subject: | Erwartungsbildung | Expectation formation | Nutzentheorie | Utility theory | Risikopräferenz | Risk attitude | Pareto-Optimum | Pareto efficiency | Gleichgewichtsmodell | Equilibrium model | Kapitalmarkttheorie | Financial economics | Gleichgewichtstheorie | Equilibrium theory | Theorie | Theory |
-
(No-)betting Pareto optima under rank-dependent utility
Beißner, Patrick, (2024)
-
Complementarity, equilibrium, efficiency and economics
Isac, George, (2002)
-
Hedging mit Terminkontrakten : eine gleichgewichtstheoretische Analyse realwirtschaftlicher Effekte
Limperger, Judit, (2000)
- More ...
-
Arbitrage, duality and asset equilibria
Dana, Rose-Anne, (2000)
-
On the different notions of arbitrage and existence of equilibrium
Dana, Rose-Anne, (1999)
-
General equilibrium in asset markets with or without short-selling
Dana, Rose-Anne, (1994)
- More ...