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Non-Convexity and the Optimal Allocation of Risk in an Exchange Economy

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  • Dennis F. Ellis
Abstract
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  • Dennis F. Ellis, 1975. "Non-Convexity and the Optimal Allocation of Risk in an Exchange Economy," The American Economist, Sage Publications, vol. 19(1), pages 10-18, March.
    • Handle: RePEc:sae:amerec:v:19:y:1975:i:1:p:10-18
    DOI: 10.1177/056943457501900102
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    References listed on IDEAS

    as
    1. Jerome Rothenberg, 1960. "Non-Convexity, Aggregation, and Pareto Optimality," Journal of Political Economy, University of Chicago Press, vol. 68(5), pages 435-435.
    2. Starr, Ross M, 1969. "Quasi-Equilibria in Markets with Non-Convex Preferences," Econometrica, Econometric Society, vol. 37(1), pages 25-38, January.
    3. M. S. Feldstein, 1969. "Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(1), pages 5-12.
    4. G. O. Bierwag & M. A. Grove, 1968. "Slutsky Equations for Assets," Journal of Political Economy, University of Chicago Press, vol. 76(1), pages 114-114.
    Full references (including those not matched with items on IDEAS)

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