Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10003925941
Persistent link: https://www.econbiz.de/10014431158
Persistent link: https://www.econbiz.de/10011376117
We present a result on convexity and weak compactness of the range of a vector measure with values in a Banach space, based on the Maharam classification of measure spaces. Our result extends a recent result of Khan and Sagara [Illinois Journal of Mathematics, forthcoming].
Persistent link: https://www.econbiz.de/10009787091
Persistent link: https://www.econbiz.de/10010345925
Persistent link: https://www.econbiz.de/10011554119
Ambiguity averse decision-makers can behave in financial portfolio problems in ways that cannot be rationalized as subjective expected utility maximization. Indeed, [Dow and da Costa Werlang, Econometrica 1992] show that an ambiguity-averse decision-maker might abstain from trading an asset for...
Persistent link: https://www.econbiz.de/10012839349
Persistent link: https://www.econbiz.de/10011842007
We formulate a general model and stability notion for two-sided pairwise matching problems with individually insignificant agents. Matchings are formulated as joint distributions over the characteristics of the populations to be matched. These characteristics can be high-dimensional and need not...
Persistent link: https://www.econbiz.de/10011791505
Persistent link: https://www.econbiz.de/10011797738