Existence, uniqueness, and Determinacy of a Nonnegative equilibrium Price Vector in Asset Markets with General Utility Functions and an elliptical Distribution.
Zhiping ChenPublished in: Asia Pac. J. Oper. Res. (2004)
Keyphrases
- utility function
- market equilibrium
- risk aversion
- probability distribution
- social welfare
- special case
- linear program
- multi attribute
- decision makers
- expected utility
- financial markets
- linear programming
- preference elicitation
- optimization criterion
- risk averse
- neural network
- resource allocation
- decision problems
- decision theory
- bidding strategies
- risk neutral
- generalized additive