On Pareto efficiency in asset markets
Year of publication: |
2019
|
---|---|
Authors: | Takino, Kazuhiro |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 7, p. 2508-2515
|
Subject: | Pareto Efficiency | Utility Possibility Frontier | Default Risk | Theorie | Theory | Pareto-Optimum | Pareto efficiency | Finanzmarkt | Financial market | Effizienzmarkthypothese | Efficient market hypothesis |
-
p-Weakly constrained Pareto efficiency and aggregation in incomplete markets
Ma, Chenghu, (2013)
-
Information acquisition and welfare effect in a model of competitive financial markets
Hu, Xiaojuan, (2013)
-
Full and constrained Pareto efficiency with incomplete financial markets
Mendolicchio, Concetta, (2021)
- More ...
-
Utility Indifference Pricing in an Incomplete Market Model with Incomplete Information
Takino, Kazuhiro, (2007)
-
An equilibrium model for the OTC derivative with the counterparty risk via the credit charge
Takino, Kazuhiro, (2015)
-
Valuation of a risk-averse investor under incomplete information
Takino, Kazuhiro, (2019)
- More ...