28.11.2007 – About Sharing Rules

November 28, 2007

28 November 2007Lille
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Speaker:
Eugenio Peluso –
University of Verona, Italy

Date and place: 28/11/2007 at 15:00
IÉSEG School of Management – 7 rue Solférino – 59000 LILLE
Lecture room: E21

IÉSEG Seminar
jointly with LEM UMR8179

Paper and slides:
Download the paper (PDF – 327489 Ko)

Co-Author(s) of the underlying paper: Alain Trannoy –
EHESS-GREQAM-IDEP, Marseille (France)

Description: The effect of a change in wealth on its allocation between two attributes is examined for three classes of utility function that generate non-linear sharing rules. Our results allow for a very wide range of applications: the Arrow-Debreu contingent claims case, the risk-sharing problem, including the standard portfolio choice, intertemporal individual consumption, the demand for insurance and tax evasion.

IÉSEG