Dual theory of choice with multivariate risks
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Publication:435913
DOI10.1016/j.jet.2011.06.002zbMath1260.91058arXiv2102.02578OpenAlexW3022771448MaRDI QIDQ435913
Publication date: 13 July 2012
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.02578
Related Items
Dynamic conic hedging for competitiveness ⋮ Vector quantile regression beyond the specified case ⋮ Introduction to inequality and risk ⋮ Vector copulas ⋮ Pareto efficiency for the concave order and multivariate comonotonicity ⋮ Local Utility and Multivariate Risk Aversion ⋮ Multidimensional inequalities and generalized quantile functions ⋮ Multivariate comonotonicity ⋮ Extreme dependence for multivariate data
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