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| Original language | English |
|---|---|
| Journal | Finance and stochastics |
| Publication status | Published - 2014 |
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Comonotone Pareto optimal allocations for law invariant robust utilities on L<sup>1</sup> / Ravanelli, C.; Svindland, G.
In: Finance and stochastics, 2014.
In: Finance and stochastics, 2014.
Research output: Contribution to journal › Article › Research › peer review
Ravanelli, C & Svindland, G 2014, 'Comonotone Pareto optimal allocations for law invariant robust utilities on L<sup>1</sup>', Finance and stochastics. https://doi.org/10.1007/s00780-013-0214-7
Ravanelli, C., & Svindland, G. (2014). Comonotone Pareto optimal allocations for law invariant robust utilities on L<sup>1</sup> Finance and stochastics. https://doi.org/10.1007/s00780-013-0214-7
Ravanelli C, Svindland G. Comonotone Pareto optimal allocations for law invariant robust utilities on L<sup>1</sup> Finance and stochastics. 2014. doi: 10.1007/s00780-013-0214-7
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title = "Comonotone Pareto optimal allocations for law invariant robust utilities on L1",
author = "C. Ravanelli and G. Svindland",
note = "Funding information: The authors wish to thank an anonymous referee and the Associate Editor for very helpful remarks which significantly improved the paper. C. Ravanelli gratefully acknowledges financial support from NCCR FINRISK (Swiss National Science Foundation).",
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AU - Ravanelli, C.
AU - Svindland, G.
N1 - Funding information: The authors wish to thank an anonymous referee and the Associate Editor for very helpful remarks which significantly improved the paper. C. Ravanelli gratefully acknowledges financial support from NCCR FINRISK (Swiss National Science Foundation).
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