Corrigendum to ``A new characterization of comonotonicity and its application in behavioral finance.

DOI10.1016/j.jmaa.2014.06.080zbMath1400.91568OpenAlexW2037017988MaRDI QIDQ2513309

Zuo Quan Xu

Publication date: 28 January 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.06.080

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Utility theory (91B16) Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items (2)

Law-invariant functionals that collapse to the mean: beyond convexity ⋮ Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets

Cites Work

• Optimal coupling of multivariate distributions and stochastic processes
• On comonotonicity of Pareto optimal risk sharing
• Mathematical Risk Analysis
• On the optimal risk allocation problem

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