Synergy effect of cooperative investment (Q513649): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A12
@@ Property / Mathematics Subject Classification ID: 91A12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
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@@ Property / Mathematics Subject Classification ID: 91B16 / rank @@
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+6692563
@@ Property / zbMATH DE Number: 6692563 / rank @@
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@@ Property / zbMATH Keywords @@
+cooperative investment
@@ Property / zbMATH Keywords: cooperative investment / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+utility function
@@ Property / zbMATH Keywords: utility function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Pareto-optimal allocation
@@ Property / zbMATH Keywords: Pareto-optimal allocation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk sharing
@@ Property / zbMATH Keywords: risk sharing / rank @@
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@@ Property / zbMATH Keywords @@
+equilibrium
@@ Property / zbMATH Keywords: equilibrium / rank @@
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@@ Property / zbMATH Keywords @@
+cooperative game
@@ Property / zbMATH Keywords: cooperative game / rank @@
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+Perspectives of Risk Sharing
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+Optimal risk sharing with non-monotone monetary functionals
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@@ Property / cites work @@
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@@ Property / cites work: Q3979160 / rank @@
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@@ Property / cites work @@
+Allocation of risks and equilibrium in markets with finitely many traders
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@@ Property / cites work @@
+RISK MEASURES: RATIONALITY AND DIVERSIFICATION
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+DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
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@@ Property / cites work @@
+Asset market equilibrium in infinite dimensional complete markets
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@@ Property / cites work @@
+Q4868512
@@ Property / cites work: Q4868512 / rank @@
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@@ Property / cites work @@
+Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
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+General equilibrium in asset markets with or without short-selling
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@@ Property / cites work @@
+Q3957682
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@@ Property / cites work @@
+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
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@@ Property / cites work @@
+Stochastic Finance
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@@ Property / cites work @@
+No-Betting-Pareto Dominance
@@ Property / cites work: No-Betting-Pareto Dominance / rank @@
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@@ Property / cites work @@
+The center of a convex set and capital allocation
@@ Property / cites work: The center of a convex set and capital allocation / rank @@
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@@ Property / cites work @@
+COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES
@@ Property / cites work: COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES / rank @@
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@@ Property / cites work @@
+Optimal risk sharing with general deviation measures
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@@ Property / cites work @@
+Inverse portfolio problem with mean-deviation model
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@@ Property / cites work @@
+Inverse portfolio problem with coherent risk measures
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@@ Property / cites work @@
+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
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@@ Property / cites work @@
+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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@@ Property / cites work @@
+Optimal risk allocation for convex risk functionals in general risk domains
+Normal rank
@@ Property / cites work @@
+Convex functional analysis
@@ Property / cites work: Convex functional analysis / rank @@
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@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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@@ Property / cites work @@
+On comonotonicity of Pareto optimal risk sharing
@@ Property / cites work: On comonotonicity of Pareto optimal risk sharing / rank @@
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@@ Property / cites work @@
+Convex risk measures for portfolio optimization and concepts of flexibility
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@@ Property / cites work @@
+MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
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@@ Property / cites work @@
+Q3576736
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@@ Property / cites work @@
+Generalized deviations in risk analysis
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+Optimality conditions in portfolio analysis with general deviation measures
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@@ Property / cites work @@
+Multi-agent investment in incomplete markets
@@ Property / cites work: Multi-agent investment in incomplete markets / rank @@
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@@ Property / cites work: Q3149262 / rank @@
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@@ Property / cites work @@
+Capital asset pricing model (CAPM) with drawdown measure
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@@ links / mardi / name / links / mardi / name @@
+Publication:513649