Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures

We investigate optimal consumption problems for a Black-Scholes market under uniform restrictions on Value-at-Risk and Expected Shortfall for logarithmic utility functions.. We find

In the reality, the late implementation of the legal framework concerning the prevention of this type of risk, the lack of control of urban development in flood-prone areas and

Our strategy consists in the creation of holes in the DWCNTs walls by chemical etching and removal the contaminants from the DWCNTs surface by replacement of oxygen containing groups

Edited by: Bin Song, McLean Hospital, United States Reviewed by: Masahiko Takada, Kyoto University, Japan Ken-ichi Amemori, Kyoto University, Japan *Correspondence: Simon

Parameters for the biochemi- cal model at leaf level were derived from leaf chamber pho- tosynthesis measurements carried out on two species at the south and the south-young plot,

intervenants scolaires appelés à accompagner des victimes d’intimidation. Avant de remplir le questionnaire, vous serez invité.e à fournir un consentement libre et éclairé à

Totally dissipative measures for the shift and conformal σ-finite measures for the stable holonomies.. Boletim da Sociedade Brasileira de Matemática,

By combining a decomposition result for optional measures, and a dual representation of a convex risk measure for bounded c` adl`ag processes, we show that this framework provides