Risk sharing under heterogeneous beliefs without convexity
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Publication:6619587
DOI10.1007/S00780-024-00540-6MaRDI QIDQ6619587
Publication date: 16 October 2024
Published in: Finance and Stochastics (Search for Journal in Brave)
Statistical methods; risk measures (91G70) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Risk models (general) (91B05)
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