Differentiability of the Efficient Frontier when Commitment to Risk Sharing is Limited
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DOI: 10.2202/1534-5998.1419
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- Thorsten V. Koeppl, 2004. "Differentiability Of The Efficient Frontier When Commitment To Risk Sharing Is Limited," Working Paper 1049, Economics Department, Queen's University.
References listed on IDEAS
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More about this item
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
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