Optimal risk-sharing rules and equilibria with Choquet-expected-utility
Article Abstract:
Equilibrium and risk-sharing are examined within a model using Choquet-expected-utility.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
Arbitrage, duality and asset equilibria
Article Abstract:
Issues related to no-arbitrage prices and the view of utility weights are examined in detail.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
Inconsequential arbitrage
Article Abstract:
The idea of inconsequential arbitrage is developed and used to examine equilibiria.
Publication Name: The Journal of Mathematical Economics
Subject: Mathematics
ISSN: 0304-4068
Year: 2000
User Contributions:
Comment about this article or add new information about this topic: