Optimal collective investment: an analysis of individual welfare
Keywords
Collective utility function; Risk sharing; Financial fairness; Pareto-optimality
Cite as
Branger, N., Chen, A., Mahayni, A., & Nguyen, T. (2023). Optimal collective investment: an analysis of individual welfare. Mathematics and Financial Economics, 17, 101–125.Details
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2023
Journal
Mathematics and Financial Economics
Volume
17
Start page
101
End page
125
Language
English
ISSN
1862-9679
DOI