Risk sharing with Lambda value at risk under heterogeneous beliefs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liu, Peng, Tsanakas, Andreas, Wei, Yunran
Format:	Preprint
Published:	2024
Subjects:	Risk Management 91B05, 91G70
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.03147