共单调性、有效风险分担与允许卖空市场中凹律不变效用的均衡

Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities

Journal of Mathematical Economics · 2011
被引 15
人大 A-ABS 3
金融经济学风险分担市场均衡效用理论随机占优