Risk sharing under heterogeneous beliefs without convexity
Felix-Benedikt Liebrich
| Year of publication: |
2024
|
|---|---|
| Authors: | Liebrich, Felix-Benedikt |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 28.2024, 4, p. 999-1033
|
| Subject: | Consistent risk measures | Risk sharing | Star-shaped risk measures | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management | Messung | Measurement | Entscheidung unter Risiko | Decision under risk | Erwartungsnutzen | Expected utility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-024-00540-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015130543