Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295)
From MaRDI portal
scientific article; zbMATH DE number 7594960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling |
scientific article; zbMATH DE number 7594960 |
Statements
Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (English)
0 references
30 September 2022
0 references
utility aggregation
0 references
heterogeneous preferences
0 references
market-consistent progressive utility
0 references
yield curve
0 references
