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Continuous and Hypograph Convergence of Utilities

Back, Kerry - 1983

Persistent link: https://www.econbiz.de/10012235373

Continuity of the Fenchel Transform of Convex Functions

Back, Kerry - 1983

Persistent link: https://www.econbiz.de/10012235446

Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces

Back, Kerry - 1986

Persistent link: https://www.econbiz.de/10012235448

On Neighboring Consumers

Back, Kerry - 1985

Persistent link: https://www.econbiz.de/10012235464

Securities Market Equilibrium Without Bankruptcy: Contingent ClaimValuation and the Martingale Property

Back, Kerry - 1986

Persistent link: https://www.econbiz.de/10012235498

The Shadow Price of Information in Continuous Time Decision Problems

Back, Kerry; Pliska, Stanley R. - 1986

Persistent link: https://www.econbiz.de/10012235505

Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints

Back, Kerry; Pliska, Stanley R. - 1986

Persistent link: https://www.econbiz.de/10012235515

On fairness of systemic risk measures

Biagini, Francesca; Fouque, Jean-Pierre; Frittelli, Marco; … - In: Finance and Stochastics 24 (2020) 2, pp. 513-564

In our previous paper “A unified approach to systemic risk measures via acceptance sets” (Mathematical Finance, 2018), we have introduced a general class of systemic risk measures that allow random allocations to individual banks before aggregation of their risks. In the present paper, we...

Persistent link: https://www.econbiz.de/10014503389