[PDF] Top 20 Overlapping Sets of Priors and the Existence of Efficient Allocations and Equilibria for Risk Measures
Has 10000 "Overlapping Sets of Priors and the Existence of Efficient Allocations and Equilibria for Risk Measures" found on our website. Below are the top 20 most common "Overlapping Sets of Priors and the Existence of Efficient Allocations and Equilibria for Risk Measures".
Overlapping Sets of Priors and the Existence of Efficient Allocations and Equilibria for Risk Measures
... showed, for a subclass of measures of risk, the equivalence between HKPE and an overlapping sets of priors condition (see their proposition ... Voir le document complet
16
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
... Abstract The overlapping expectations and the collective absence of arbitrage con- ditions introduced in the economic literature to insure existence of Pareto ... Voir le document complet
21
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
... presents the model and recall concepts in equilibrium ...concepts of Pareto optima are introduced, one for complete preferences represented by measures of risk, the ... Voir le document complet
17
Overlapping Sets of Priors and the Existence of Efficient Allocations and Equilibria for Risk Measures
... presents the model and recall standard concepts in equilibrium ...contains the main results of the paper, the equivalence between HKPE and an overlapping ... Voir le document complet
15
No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity
... Abstract The theory of existence of equilibrium with short-selling is reconsidered un- der risk and ambiguity modelled by risk averse variational ...condition for ... Voir le document complet
31
Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
... Abstract The theory of existence of equilibrium with short-selling is reconsidered un- der risk and ambiguity modelled by risk averse variational ...condition for ... Voir le document complet
30
Efficient allocations and Equilibria with short-selling and Incomplete Preferences
... reconsiders the theory of existence of efficient allocations and equilibria when consumption sets are unbounded below under the assump- tion that ... Voir le document complet
17
Private ownership economies with externalities and existence of competitive equilibria: A differentiable approach
... consumption and production activities of all other ...both the commod- ity prices and the choices of every other agent in the ...economy. The associated 1 ... Voir le document complet
28
On some aspects of coherent risk measures and their applications
... different risk measures have been used in financial institutions and regulatory sectors in order to assess the risk of financial positions, and in order to calculate ... Voir le document complet
146
Minimally Overlapping Paths Sets for Closed Contour Extraction
... Conclusion and perspectives By searching the best paths configurations among sets of admissible paths, given an energy functional combining an edge fitting term, a region homogeneity term ... Voir le document complet
10
Efficient Sampling from Feasible Sets of SDPs and Volume Approximation
... result of [16] fixes a sequence of spherical Gaussians { f 0 , ...with the mode being in S , parameterized by the variance. The overall complexity is e O(n 3 ) membership ...calls. ... Voir le document complet
24
On the necessity of five risk measures
... always the best policy? If each of our assets has some proba- bility of default, is it better to spread the risk of loss over several loans, choosing a larger probability ... Voir le document complet
21
On the Necessity of Five Risk Measures
... at Risk does not behave nicely with respect to addition of risks, even independent ones, creating severe aggregation ...• the use of value at risk does not encourage and, indeed, ... Voir le document complet
20
Rainbow boxes: a technique for visualizing overlapping sets and an application to the comparison of drugs properties
... excerpt of a dynamic table displaying adverse effects of drugs for erectile ...dysfunction. The user study followed a crossover experimental de- sign. 3 drug sets were manually ... Voir le document complet
9
A Representation of Risk Measures
... fact, for each µ, C · dµ is a continuous linear functional on ...C(C), the Banach space of all continuous functions on C equipped with sup-norm, and (via the Riesz theorem) there ... Voir le document complet
9
Existence of pseudo-equilibria in a financial economy
... analysis and economics” (see ...in the literature including the present paper and is presented in the books by Balasko [5], Dierker [10] and Mas-Colell ...study the in- ... Voir le document complet
17
A new method for evaluating the impacts of semantic similarity measures on the annotation of gene sets
... gene sets is based on enrichment statistical methods (for a review, see [ 4 ...retain the over-represented terms (i.e., overused by the genes in the gene set) without considering ... Voir le document complet
23
On the design of customized risk measures in insurance, the problem of capital allocation and the theory of fluctuations for Lévy processes
... Contributions The following are the main research contributions of this ...thesis. The first contribution the author of this thesis has made was designing a new class of ... Voir le document complet
155
Efficient Computation of the Extrema of Algebraic Quality Measures for Curvilinear Finite Elements
... development of high-order computational methods for solving partial differential equations on unstructured grids has been underway for many ...on the availability of high-quality ... Voir le document complet
1
Further Consideration of the Existence of Nash Equilibria in an Asymmetric Tax Competition Game
... in the literature for particular ...demonstrated the existence of a Nash equilib- rium in tax rates in the case of two regions and quadratic production ...second ... Voir le document complet
22
Sujets connexes