CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS (Q4226867): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.1996.tb00119.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2103984188
@@ Property / OpenAlex ID: W2103984188 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex games and extreme points
@@ Property / cites work: Convex games and extreme points / rank @@
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
+Normal rank
@@ Property / cites work @@
+Intertemporal Asset Pricing under Knightian Uncertainty
+Normal rank
@@ Property / cites work @@
+Martingales and arbitage in securities markets with transaction costs
+Normal rank
@@ Property / cites work @@
+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
+Normal rank
@@ Property / cites work @@
+Integral Representation Without Additivity
@@ Property / cites work: Integral Representation Without Additivity / rank @@
+Normal rank
@@ Property / cites work @@
+Subjective Probability and Expected Utility without Additivity
+Normal rank
@@ Property / cites work @@
+Characterizing optimism amd pessimism directly through comonotonicity
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank