Pages that link to "Item:Q3520342"

The following pages link to EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342):

Displaying 34 items.

• The center of a convex set and capital allocation (Q319165) (← links)
• Hedging, Pareto optimality, and good deals (Q364733) (← links)
• Jensen's inequality for monetary utility functions (Q372209) (← links)
• Coupled projects, core imputations, and the CAPM (Q443759) (← links)
• Synergy effect of cooperative investment (Q513649) (← links)
• Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
• Risk minimization and optimal derivative design in a principal agent game (Q841647) (← links)
• Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
• Optimal risk sharing with different reference probabilities (Q1023105) (← links)
• Monotonicity of equilibrium prices with respect to aggregate resources (Q1274190) (← links)
• Optimal risk sharing under distorted probabilities (Q1932519) (← links)
• On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
• Exchanges and measures of risks (Q1938970) (← links)
• Extended gradient of convex function and capital allocation (Q2083970) (← links)
• Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
• Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
• Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
• Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
• Equilibrium pricing in incomplete markets under translation invariant preferences (Q2800369) (← links)
• RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754) (← links)
• Risk Trading and Endogenous Probabilities in Investment Equilibria (Q3461988) (← links)
• Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
• ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
• (Q4552703) (← links)
• COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
• PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
• RISK SHARING WITH EXPECTED AND DUAL UTILITIES (Q4563798) (← links)
• (Q4605379) (← links)
• Group cohesion under individual regulatory constraints (Q5083401) (← links)
• An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
• Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• Monetary equilibrium with buying and selling price spread without transactions costs (Q5692196) (← links)
• Fairness principles for insurance contracts in the presence of default risk (Q6054422) (← links)