Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities |
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Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (English)
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13 July 2012
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law invariant utilities
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comonotonicity
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Pareto efficiency
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equilibria with short-selling
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aggregation
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representative agent
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