Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities

✍ Scribed by R.-A. Dana

• Book ID: 113723168
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 235 KB
• Volume: 47
• Category: Article
• ISSN: 0304-4068
• DOI: 10.1016/j.jmateco.2010.12.016