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Record link: 
http://hdl.handle.net/20.500.12708/118380
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Title: 
Optimal Risk Sharing for Law Invariant Monetary Utility Functions
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Citation: 
Schachermayer, W. (2007). Optimal Risk Sharing for Law Invariant Monetary Utility Functions. Research Seminar in Economic Theory, University Vienna, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118380
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Publication Type: 
Presentation - Conference presentation
en
Authors: 
Schachermayer, Walter 
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Organisational Unit: 
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik 
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Date (published): 
2007
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Event name: 
Research Seminar in Economic Theory 
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Event date: 
15-Mar-2007
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Event place: 
University Vienna, Vienna, Austria, Austria
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Project title: 
Mathematics and Credit Risk (WWTF Wiener Wissenschafts-, Forschu und Technologiefonds) 
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab) (CDG Christian Doppler Forschungsgesellschaft) 
Market models under transaction costs (duality theory, pricing, and hedging for market models under transaction costs: semimartingales and beyond) (Fonds zur Förderung der wissenschaftlichen Forschung (FWF)) 
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Science Branch: 
Mathematik, Informatik
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