Comonotone Pareto optimal allocations for law invariant robust utilities on L 1
Claudia Ravanelli; Gregor Svindland
| Year of publication: |
2014
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|---|---|
| Authors: | Ravanelli, Claudia ; Svindland, Gregor |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 1, p. 249-269
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| Subject: | Comonotone Pareto optimal allocations | Variational preferences | Robust utility | Probabilistic sophistication | Law invariance | Ambiguity aversion | Weighted sup-convolution | Risikoaversion | Risk aversion | Pareto-Optimum | Pareto efficiency | Nutzen | Utility | Wohlfahrtsökonomik | Welfare economics | Erwartungsnutzen | Expected utility | Allokation | Allocation | Entscheidungstheorie | Decision theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010235452