JOURNAL ARTICLE
Pareto efficiency for the concave order and multivariate comonotonicity
Guillaume CarlierMarco ScarsiniAlfred Galichon
Year: 2011 Journal: Journal of Economic Theory Vol: 147 (1)Pages: 207-229 Publisher: Elsevier BV
Keywords:
Multivariate statistics Pareto principle Order (exchange) Economics Econometrics Pareto optimal Pareto efficiency Mathematics Mathematical optimization Statistics Finance Multi-objective optimization
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2.74
FWCI (Field Weighted Citation Impact)
30
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0.91
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Citation History
Topics
Risk and Portfolio Optimization
Social Sciences → Decision Sciences → Management Science and Operations Research
Economic theories and models
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
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