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Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities |
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| Authors: | R-A Dana |
| Institution: | CEREMADE, UMR CNRS 7534, Université Paris IX Dauphine, Pl. de Lattre de Tassigny, 75775 Paris Cedex 16, France |
| Abstract: | |
| Keywords: | Law invariant utilities Comonotonicity Pareto efficiency Equilibria with short-selling Aggregation Representative agent |
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