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Constrained suboptimality when prices are non-competitive

Herings, Peter Jean-Jacques (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001533286

Edgeworth expansions for the distribution function of the hill estimator

Cuntz, Anke (contributor); Haeusler, Erich (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001773646

Location choice by households and polluting firms : an evolutionary approach

Dijkstra, Bouwe R. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002185841

General-equilibrium effects of privatisation : the missing piece in social security reform

Groezen, Bas van (contributor); Meijdam, Lex (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001659655

Welfare effects of employment protection

Belot, Michèle (contributor); Boone, Jan (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001692038

Transparency, prices, and welfare with imperfect substitutes

Boone, Jan (contributor); Potters, Jan (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001646767

Convex measures of risk and trading constraints

Föllmer, Hans; Schied, Alexander - 2001

We introduce the notion of a convex measure of risk, an extension of the concept of a coherent risk measure defined in Artzner et aL (1999), and we prove a corresponding extension of the representation theorem in terms of probability measures on the underlying space of scenarios. As a case...

Persistent link: https://www.econbiz.de/10009615426

Coherent risk measures, valuation bounds, and (my,p)-portfolio optimization

Jaschke, Stefan R.; Küchler, Uwe - 1999

This paper presents a general theory that works out the relation between coherent risk measures, valuation bounds, and … theory presented seems to fill a gap between arbitrage valuation on the one hand and single agent utility maximization or … full-fledged equilibrium theory on the other hand. "Coherent" valuation bounds strike a balance in that the bounds can be …

Persistent link: https://www.econbiz.de/10009581108

Distribution-invariant dynamic risk measures

Weber, Stefan (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001917139

Decentralization, interdependence and performance measurement system design : sequences and priorities

Abernethy, Margareth A. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001573097

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