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- W2963032042 abstract "We discuss risked competitive partial equilibrium in a setting in which agents are endowed with coherent risk measures. In contrast to social planning models, we show by example that risked equilibria are not unique, even when agents’ objective functions are strictly concave. We also show that standard computational methods find only a subset of the equilibria, even with multiple starting points." @default.
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- W2963032042 date "2018-01-01" @default.
- W2963032042 modified "2023-10-14" @default.
- W2963032042 title "On risk averse competitive equilibrium" @default.
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- W2963032042 doi "https://doi.org/10.1016/j.orl.2017.10.011" @default.
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