EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342)

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Language	Label	Description	Also known as
English	EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS	scientific article

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scholarly article

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EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (English)

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zbMATH Open document ID

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10.1142/S0219024908004828

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Damir Filipović

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International Journal of Theoretical and Applied Finance

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publication date

26 August 2008

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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Optimal risk sharing with non-monotone monetary functionals

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Coherent Measures of Risk

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Inf-convolution of risk measures and optimal risk transfer

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Allocation of risks and equilibrium in markets with finitely many traders

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Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset

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Arbitrage, duality and asset equilibria

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Monotone and cash-invariant convex functions and hulls

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Convex measures of risk and trading constraints

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Maxmin expected utility with non-unique prior

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Pareto Equilibria with coherent measures of risk

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OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS

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Ambiguity Aversion, Robustness, and the Variational Representation of Preferences

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Generalized deviations in risk analysis

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Arbitrage and the Existence of Competitive Equilibrium

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Mathematics(1 entry)

mardi Publication:3520342

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