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Existence of equilibrium prices
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Pareto optimal allocation
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convex consumption constraints
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monetary utility functions
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FILIPOVIĆ, DAMIR
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KUPPER, MICHAEL
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International Journal of Theoretical and Applied Finance (IJTAF)
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EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
FILIPOVIĆ, DAMIR
;
KUPPER, MICHAEL
- In:
International Journal of Theoretical and Applied …
11
(
2008
)
03
,
pp. 325-343
utility functions under
convex
consumption
constraints
. These utility functions are characterized by the assumption of a fully …
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