Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148)
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scientific article; zbMATH DE number 6055723
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| English | Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities |
scientific article; zbMATH DE number 6055723 |
Statements
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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0.8472065329551697
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0.8079070448875427
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0.7974573969841003
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0.7968365550041199
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0.7958059310913086
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