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~person:"Svindland, Gregor"
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Svindland, Gregor
Beninger, Denis
13
Laisney, François
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Ponssard, Jean-Pierre
10
Halla, Martin
9
Beblo, Miriam
8
Burtraw, Dallas
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1
Risk sharing for capital requirements with multidimensional security markets
Liebrich, Felix-Benedikt
;
Svindland, Gregor
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 925-973
Persistent link: https://www.econbiz.de/10012114664
Saved in:
2
Efficient
allocations
under law-invariance : a unifying approach
Liebrich, Felix-Benedikt
;
Svindland, Gregor
- In:
Journal of mathematical economics
84
(
2019
),
pp. 28-45
Persistent link: https://www.econbiz.de/10012310796
Saved in:
3
Comonotone Pareto optimal
allocations
for law invariant robust utilities on L <Superscript>1</Superscript>
Ravanelli, Claudia
;
Svindland, Gregor
- In:
Finance and Stochastics
18
(
2014
)
1
,
pp. 249-269
We prove the existence of comonotone Pareto optimal
allocations
satisfying utility constraints when decision makers …
Persistent link: https://www.econbiz.de/10010997044
Saved in:
4
Comonotone Pareto optimal
allocations
for law invariant robust utilities on L 1
Ravanelli, Claudia
;
Svindland, Gregor
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 249-269
Persistent link: https://www.econbiz.de/10010235452
Saved in:
5
Optimal capital and risk
allocations
for law- and cash-invariant convex functions
Filipović, Damir
;
Svindland, Gregor
- In:
Finance and Stochastics
12
(
2008
)
3
,
pp. 423-439
Persistent link: https://www.econbiz.de/10005184366
Saved in:
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