FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2382913440> ?p ?o ?g. }

• W2382913440 abstract "We consider a problem of derivatives design under asymmetry of information: the principal sells a contingent claim to an agent, the type of whom he does not know. More precisely, the principal designs a contingent claim and prices it for each possible agent type, in such a way that each agent picks the contingent claim and pays the price that the principal designed for him. We assume that the preferences of the agent depend linearly on the parameters which determine the agent’s type; this model is rich enough to accommodate quadratic utilities. The problem then is reformulated as an optimization problem, where the optimization is performed within a class of convex functions. We prove an existence result for the provide explicit examples in the case when the agent is fully characterized by a single parameter" @default.
• W2382913440 created "2016-06-24" @default.
• W2382913440 creator A5022412598 @default.
• W2382913440 creator A5035500350 @default.
• W2382913440 creator A5081322539 @default.
• W2382913440 date "2007-03-15" @default.
• W2382913440 modified "2023-10-14" @default.
• W2382913440 title "Optimal derivatives design for mean–variance agents under adverse selection" @default.
• W2382913440 cites W1482237821 @default.
• W2382913440 cites W1975245318 @default.
• W2382913440 cites W1989792334 @default.
• W2382913440 cites W2023067240 @default.
• W2382913440 cites W2023147992 @default.
• W2382913440 cites W2040813597 @default.
• W2382913440 cites W2047510318 @default.
• W2382913440 cites W2055324653 @default.
• W2382913440 cites W2071738211 @default.
• W2382913440 cites W2078266316 @default.
• W2382913440 cites W2115565686 @default.
• W2382913440 cites W2115747715 @default.
• W2382913440 cites W2121034459 @default.
• W2382913440 cites W2156109180 @default.
• W2382913440 cites W4249667877 @default.
• W2382913440 cites W4290960473 @default.
• W2382913440 cites W4299440932 @default.
• W2382913440 doi "https://doi.org/10.1007/s11579-007-0003-1" @default.
• W2382913440 hasPublicationYear "2007" @default.
• W2382913440 type Work @default.
• W2382913440 sameAs 2382913440 @default.
• W2382913440 citedByCount "19" @default.
• W2382913440 countsByYear W23829134402012 @default.
• W2382913440 countsByYear W23829134402014 @default.
• W2382913440 countsByYear W23829134402015 @default.
• W2382913440 countsByYear W23829134402016 @default.
• W2382913440 countsByYear W23829134402017 @default.
• W2382913440 countsByYear W23829134402018 @default.
• W2382913440 crossrefType "journal-article" @default.
• W2382913440 hasAuthorship W2382913440A5022412598 @default.
• W2382913440 hasAuthorship W2382913440A5035500350 @default.
• W2382913440 hasAuthorship W2382913440A5081322539 @default.
• W2382913440 hasBestOaLocation W23829134402 @default.
• W2382913440 hasConcept C10138342 @default.
• W2382913440 hasConcept C106159729 @default.
• W2382913440 hasConcept C111919701 @default.
• W2382913440 hasConcept C121955636 @default.
• W2382913440 hasConcept C126255220 @default.
• W2382913440 hasConcept C129844170 @default.
• W2382913440 hasConcept C137577040 @default.
• W2382913440 hasConcept C144237770 @default.
• W2382913440 hasConcept C144559511 @default.
• W2382913440 hasConcept C154945302 @default.
• W2382913440 hasConcept C162324750 @default.
• W2382913440 hasConcept C175444787 @default.
• W2382913440 hasConcept C18903297 @default.
• W2382913440 hasConcept C196083921 @default.
• W2382913440 hasConcept C200707436 @default.
• W2382913440 hasConcept C2524010 @default.
• W2382913440 hasConcept C2777212361 @default.
• W2382913440 hasConcept C2777299769 @default.
• W2382913440 hasConcept C32252159 @default.
• W2382913440 hasConcept C33923547 @default.
• W2382913440 hasConcept C39389867 @default.
• W2382913440 hasConcept C41008148 @default.
• W2382913440 hasConcept C81917197 @default.
• W2382913440 hasConcept C86803240 @default.
• W2382913440 hasConcept C93373587 @default.
• W2382913440 hasConceptScore W2382913440C10138342 @default.
• W2382913440 hasConceptScore W2382913440C106159729 @default.
• W2382913440 hasConceptScore W2382913440C111919701 @default.
• W2382913440 hasConceptScore W2382913440C121955636 @default.
• W2382913440 hasConceptScore W2382913440C126255220 @default.
• W2382913440 hasConceptScore W2382913440C129844170 @default.
• W2382913440 hasConceptScore W2382913440C137577040 @default.
• W2382913440 hasConceptScore W2382913440C144237770 @default.
• W2382913440 hasConceptScore W2382913440C144559511 @default.
• W2382913440 hasConceptScore W2382913440C154945302 @default.
• W2382913440 hasConceptScore W2382913440C162324750 @default.
• W2382913440 hasConceptScore W2382913440C175444787 @default.
• W2382913440 hasConceptScore W2382913440C18903297 @default.
• W2382913440 hasConceptScore W2382913440C196083921 @default.
• W2382913440 hasConceptScore W2382913440C200707436 @default.
• W2382913440 hasConceptScore W2382913440C2524010 @default.
• W2382913440 hasConceptScore W2382913440C2777212361 @default.
• W2382913440 hasConceptScore W2382913440C2777299769 @default.
• W2382913440 hasConceptScore W2382913440C32252159 @default.
• W2382913440 hasConceptScore W2382913440C33923547 @default.
• W2382913440 hasConceptScore W2382913440C39389867 @default.
• W2382913440 hasConceptScore W2382913440C41008148 @default.
• W2382913440 hasConceptScore W2382913440C81917197 @default.
• W2382913440 hasConceptScore W2382913440C86803240 @default.
• W2382913440 hasConceptScore W2382913440C93373587 @default.
• W2382913440 hasLocation W23829134401 @default.
• W2382913440 hasLocation W23829134402 @default.
• W2382913440 hasOpenAccess W2382913440 @default.
• W2382913440 hasPrimaryLocation W23829134401 @default.
• W2382913440 hasRelatedWork W1895560767 @default.
• W2382913440 hasRelatedWork W1968606194 @default.
• W2382913440 hasRelatedWork W2059556126 @default.
• W2382913440 hasRelatedWork W2085949256 @default.
• W2382913440 hasRelatedWork W2155429742 @default.

• next