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851.
852.
Summary. We consider the problem of reallocating the total initial endowments of an infinitely divisible commodity among agents with
single-peaked preferences. With the uniform reallocation rule we propose a solution which satisfies many appealing properties,
describing the effect of population and endowment variations on the outcome. The central properties which are studied in this
context are population monotonicity, bilateral consistency, (endowment) monotonicity and (endowment) strategy-proofness.
Furthermore, the uniform reallocation rule is Pareto optimal and satisfies several equity conditions, e.g., equal-treatment
and envy-freeness. We study the trade-off between properties concerning variation and properties concerning equity. Furthermore,
we provide several characterizations of the uniform reallocation rule based on these properties.
Received: August 29, 1995; revised version June 26, 1996 相似文献
853.
Hans Neisser 《Journal of Economics》1935,6(5):660-664
Ohne Zusammenfassung 相似文献
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855.
Hans Buehler 《Finance and Stochastics》2006,10(2):178-203
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-dependent contracts can be priced and risk-managed in terms of the observed stock and variance swap prices. To this end, we introduce equity forward variance term structure models and derive the respective HJM-type arbitrage conditions. We then discuss finite-dimensional Markovian representations of the fixed time-to-maturity forward variance swap curve and derive consistency results for both the standard case and for variance curves with values in a Hilbert space. For the latter, our representation also ensures non-negativity of the process. We then give a few examples of such variance curve functionals and briefly discuss completeness and hedging in such models. As a further application, we show that the speed of mean reversion in some standard stochastic volatility models should be kept constant when the model is recalibrated. 相似文献
856.
857.
Hans Dewachter 《Review of World Economics》1996,132(2):236-258
Modelling Interest Rate Volatility: Regime Switches and Level Links.— This paper presents a model encompassing the Markov switching model and the model based on a volatility-level link. This encompassing model allows to test these competing classes of volatility models against each other. If is found that both classes capture essential but different features of the interest rate volatility process. A volatility model incorporating both features, i.e., regime switches and level links, clearly outperforms both alternatives. The consequences of this finding, both for volatility prediction and for the selection of the more appropriate theoretical (continuous time) interest rate model, are discussed. 相似文献
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