Pareto equilibria with coherent measures of risk

Mathematical Finance

Volumn 14, Issue 2, 2004, Pages 163-172

  Heath, David ^a   Ku, Hyejin ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b YORK UNIVERSITY   (Canada)

Author keywords

Coherent measures of risk; Floor; Pareto equilibrium; Preference relation; Valuation measure

Indexed keywords

EID: 2442421974     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0960-1627.2004.00187.x     Document Type: Article

References (7)

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