Quantile-based risk sharing with heterogeneous beliefs
Year of publication: |
November 29, 2017
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Authors: | Embrechts, Paul ; Liu, Haiyan ; Mao, Tiantian ; Wang, Ruodu |
Publisher: |
Geneva : Swiss Finance Institute |
Subject: | Risk Sharing | Competitive Equilibrium | Belief Heterogeneity | Quantiles | Non-Convexity | Risk Measures | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Entscheidung unter Risiko | Decision under risk | Erwartungsbildung | Expectation formation | Messung | Measurement |
Extent: | 1 Online-Ressource (circa 30 Seiten) |
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Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. no 17, 65 Swiss Finance Institute Research Paper ; No. 17-65 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Last revised: 17 Jul 2018 |
Other identifiers: | 10.2139/ssrn.3079998 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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