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Essays on risk exchanges within a collective

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  • Pazdera, Jaroslav

    (Tilburg University, School of Economics and Management)

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  • Pazdera, Jaroslav, 2018. "Essays on risk exchanges within a collective," Other publications TiSEM 52e0c35f-9009-454d-81af-5, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:52e0c35f-9009-454d-81af-5ad07c47e0ce
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    References listed on IDEAS

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    1. Sobel, Joel, 1981. "Proportional distribution schemes," Journal of Mathematical Economics, Elsevier, vol. 8(2), pages 147-157, July.
    2. Walter Schachermayer, 2004. "The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time," Mathematical Finance, Wiley Blackwell, vol. 14(1), pages 19-48, January.
    3. Jianming Xia, 2004. "Multi-agent investment in incomplete markets," Finance and Stochastics, Springer, vol. 8(2), pages 241-259, May.
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