Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295)
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scientific article; zbMATH DE number 7594960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling |
scientific article; zbMATH DE number 7594960 |
Statements
Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (English)
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30 September 2022
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utility aggregation
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heterogeneous preferences
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market-consistent progressive utility
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yield curve
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