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Gini evaluation functions
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Department of Economics, Sciences économiques
Université Paris-Dauphine (Paris IX)
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Tilburg University, Center for Economic Research
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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Dual theory of choice under multivariate risks
Henry, Marc
;
Galichon, Alfred
-
Department of Economics, Sciences économiques
-
2012
-dependence behaves as if evaluating prospects with a weighted sum of quantiles. Both the notions of quantiles and of
comonotonicity
are …
Persistent link: https://www.econbiz.de/10010757039
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