Risk Exchange as a Market or Production Game
Author
Department/s
Publishing year
2007
Language
English
Publication/Series
Working Papers, Department of Economics, Lund University
Issue
16
Full text
- Available as PDF - 367 kB
- Download statistics
Links
Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- securities
- mutual insurance
- market or production games
- transferable utility
- extremal convolution
- core solutions
- variance or risk aversion
- two-fund separation
- CAPM
Status
Published