Pages that link to "Item:Q1887274"
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The following pages link to Multi-agent investment in incomplete markets (Q1887274):
Displaying 14 items.
- Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- Cooperative investment in incomplete markets under financial fairness (Q2374132) (← links)
- The composite iteration algorithm for finding efficient and financially fair risk-sharing rules (Q2402823) (← links)
- Optimal collective investment: an analysis of individual welfare (Q2690074) (← links)
- Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075) (← links)
- Influence of Marketing of Territories on Increase of Investment Activity (Q4972393) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
- A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Q6152711) (← links)