Comonotonicity, Efficient Risk-sharing and Equilibria in markets with short-selling for concave law-invariant utilities

Rose-Anne Dana

DOI: 10.1016/j.jmateco.2010.12.016
Published: 2011-03-25
Container: Journal of Mathematical Economics
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1016/j.jmateco.2010.12.016,
  title = {Comonotonicity, Efficient Risk-sharing and Equilibria in markets with short-selling for concave law-invariant utilities},
  author = {Rose-Anne Dana},
  year = {2011},
  journal = {Journal of Mathematical Economics},
  doi = {10.1016/j.jmateco.2010.12.016},
  url = {https://doi.org/10.1016/j.jmateco.2010.12.016}
}

RIS

TY  - JOUR
TI  - Comonotonicity, Efficient Risk-sharing and Equilibria in markets with short-selling for concave law-invariant utilities
AU  - Rose-Anne Dana
PY  - 2011
JO  - Journal of Mathematical Economics
DO  - 10.1016/j.jmateco.2010.12.016
UR  - https://doi.org/10.1016/j.jmateco.2010.12.016
ER  -

APA

Dana, R. (2011). Comonotonicity, Efficient Risk-sharing and Equilibria in markets with short-selling for concave law-invariant utilities. Journal of Mathematical Economics. https://doi.org/10.1016/j.jmateco.2010.12.016

Source records

hal · retrieved 2026-09-25T19:03:48.499Z