Exchanges and measures of risks
From MaRDI portal
Publication:1938970
DOI10.1007/s11579-012-0062-9zbMath1275.91059MaRDI QIDQ1938970
Publication date: 26 February 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-012-0062-9
linear programming; equilibrium; risk measures; exchange; supergradients; differential representation; compatible beliefs; iterated bilateral barters; polyhedral instances
91B24: Microeconomic theory (price theory and economic markets)
Related Items
COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES, DIRECT EXCHANGE IN LINEAR ECONOMIES, Unnamed Item, Bowley vs. Pareto optima in reinsurance contracting, Bilateral exchange and competitive equilibrium, Monotonicity and market equilibrium, Coupled projects, core imputations, and the CAPM, Introduction to the special issue: Stochastic financial economics, Volume 2, Borch's theorem, equal margins, and efficient allocation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dual characterization of properties of risk measures on Orlicz hearts
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- Subgradients of marginal functions in parametric mathematical programming
- Optimal capital and risk allocations for law- and cash-invariant convex functions
- Convex analysis and nonlinear optimization. Theory and examples
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach
- Inf-convolution of risk measures and optimal risk transfer
- Subdifferential representations of risk measures
- Coherent Measures of Risk
- Decentralized Trading, Strategic Behaviour and the Walrasian Outcome
- RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
- EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
- Iterative Price Mechanisms
- Efficient Sequences of Non-Monetary Exchange
- Decentralized Nonmonetary Trade
- Variational Analysis
- Global Implications of Self-Oriented National Monetary Rules
- Bilateral Trading Processes, Pairwise Optimally, and Pareto Optimality
- Pareto Equilibria with coherent measures of risk
- Optimization of Convex Risk Functions
- Fenchel equalities and bilinear minmax equalities
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
- The Structure of Exchange in Barter and Monetary Economies
- Equilibrium in a Reinsurance Market
- Ein Beweis des Satzes von M. Eidelheit über konvexe Mengen
- Stochastic finance. An introduction in discrete time
- Coherent risk measures and good-deal bounds