Nordbergstrasse 15
Vienna, 1090
Austria
Vienna Institute of Finance
Divergence utilities, concave monetary utilities, entropic utility, portfolio optimization, risk sharing
Risk Preferences, Risk Measures, Robust Representation
von Neumann and Morgenstern representation, affine preference orders, automatic continuity, first stochastic order
Existence of equilibrium prices, monetary utility functions, Pareto optimal allocation, convex consumption constraints