Competitive Equilibria in Incomplete Markets with Risk Loving Preferences
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- Herings, P.J.J. & Zhan, Yang, 2022. "Competitive Equilibria in Incomplete Markets with Risk Loving Preferences," Other publications TiSEM a8d79048-2351-4e73-97ce-9, Tilburg University, School of Economics and Management.
References listed on IDEAS
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- Mario Ghossoub & Qinghua Ren & Ruodu Wang, 2024. "Counter-monotonic risk allocations and distortion risk measures," Papers 2407.16099, arXiv.org.
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More about this item
Keywords
Risk lovers; competitive equilibrium; market incompleteness; equilibrium existence;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-COM-2022-11-21 (Industrial Competition)
- NEP-REG-2022-11-21 (Regulation)
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