Exchanges and measures of risks

DOI10.1007/s11579-012-0062-9zbMath1275.91059OpenAlexW2024738909MaRDI QIDQ1938970

Sjur Didrik Flåm

Publication date: 26 February 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-012-0062-9

zbMATH Keywords

linear programmingequilibriumrisk measuresexchangesupergradientsdifferential representationcompatible beliefsiterated bilateral barterspolyhedral instances

Mathematics Subject Classification ID

Related Items (9)

Monotonicity and market equilibrium ⋮ COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES ⋮ Bowley vs. Pareto optima in reinsurance contracting ⋮ Introduction to the special issue: Stochastic financial economics, Volume 2 ⋮ Coupled projects, core imputations, and the CAPM ⋮ DIRECT EXCHANGE IN LINEAR ECONOMIES ⋮ Borch's theorem, equal margins, and efficient allocation ⋮ Unnamed Item ⋮ Bilateral exchange and competitive equilibrium

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