Optimal collective investment: an analysis of individual welfare

Branger, Nicole; Chen, An; Mahayni, Antje; Nguyen, Thai

Research article (journal) | Peer reviewed

Details about the publication

Journal: Mathematics and Financial Economics

Volume: 17

Page range: 101-125

Status: Published

Release year: 2023

Language in which the publication is written: English

Keywords: Collective utility function; Risk sharing; Financial fairness; Pareto-optimality

Chair of Derivatives and Financial Engineering (Prof. Branger)