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N°17-65: Quantile-based risk sharing with heterogeneous beliefs, P. Embrechts, H. Liu, T. Mao and R. Wang, 2017.

N°17-65: Quantile-based risk sharing with heterogeneous beliefs, P. Embrechts, H. Liu, T. Mao and R. Wang, 2017.

AuthorP. Embrechts, H. Liu, T. Mao, R. Wang
Date06 Mar. 2017
CategoryWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3079998

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