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1
Comonotone
Pareto
optimal
allocations
for law invariant robust utilities on L <Superscript>1</Superscript>
Ravanelli, Claudia
;
Svindland, Gregor
- In:
Finance and Stochastics
18
(
2014
)
1
,
pp. 249-269
We prove the existence of
comonotone
Pareto
optimal
allocations
satisfying utility constraints when decision makers …
Persistent link: https://www.econbiz.de/10010997044
Saved in:
2
Comonotone
Pareto
optimal
allocations
for law invariant robust utilities on L 1
Ravanelli, Claudia
;
Svindland, Gregor
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 249-269
Persistent link: https://www.econbiz.de/10010235452
Saved in:
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