{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,5]],"date-time":"2022-04-05T10:40:45Z","timestamp":1649155245823},"reference-count":31,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2010,12,7]],"date-time":"2010-12-07T00:00:00Z","timestamp":1291680000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J Syst Sci Complex"],"published-print":{"date-parts":[[2011,8]]},"DOI":"10.1007\/s11424-010-9002-z","type":"journal-article","created":{"date-parts":[[2010,12,7]],"date-time":"2010-12-07T04:29:59Z","timestamp":1291696199000},"page":"701-710","source":"Crossref","is-referenced-by-count":0,"title":["Two-agent Pareto optimal cooperative investment in incomplete market: An equivalent characterization"],"prefix":"10.1007","volume":"24","author":[{"given":"Qing","family":"Zhou","sequence":"first","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2010,12,7]]},"reference":[{"key":"9002_CR1","doi-asserted-by":"crossref","first-page":"33","DOI":"10.1016\/0022-0531(89)90067-7","volume":"49","author":"J. C. Cox","year":"1989","unstructured":"J. C. Cox and C. F. Huang, Optimal consumption and portfolio policies when asset prices follow a diffusion process, J. Econ. Theory, 1989, 49: 33\u201383.","journal-title":"J. Econ. Theory"},{"key":"9002_CR2","doi-asserted-by":"crossref","first-page":"465","DOI":"10.1016\/0304-4068(91)90004-D","volume":"20","author":"J. C. Cox","year":"1991","unstructured":"J. C. Cox and C. F. Huang, A variational problem arising in financial economics, J. Math. Econ., 1991, 20: 465\u2013487.","journal-title":"J. Math. Econ."},{"key":"9002_CR3","doi-asserted-by":"crossref","first-page":"1557","DOI":"10.1137\/0325086","volume":"25","author":"I. Karatzas","year":"1987","unstructured":"I. Karatzas, J. P. Lehoczky, and S. E. Shreve, Optimal portfolio and consumption decision for a small investor on a finite horizon, SIAM J. Contr. Optim., 1987, 25: 1557\u20131586.","journal-title":"SIAM J. Contr. Optim."},{"key":"9002_CR4","doi-asserted-by":"crossref","first-page":"371","DOI":"10.1287\/moor.11.2.371","volume":"11","author":"S. R. Pliska","year":"1986","unstructured":"S. R. Pliska, A stochastic calculus model of continuous trading: Optimal portfolio, Math. Oper. Res., 1986, 11: 371\u2013382.","journal-title":"Math. Oper. Res."},{"key":"9002_CR5","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/j.1467-9965.1991.tb00012.x","volume":"1","author":"H. He","year":"1991","unstructured":"H. He and N. D. Pearson, Consumption and portfolio policies with incomplete markets and shortsale constraints: The finite-dimensional case, Math. Finance, 1991, 1: 1\u201310.","journal-title":"Math. Finance"},{"key":"9002_CR6","doi-asserted-by":"crossref","first-page":"259","DOI":"10.1016\/0022-0531(91)90123-L","volume":"54","author":"H. He","year":"1991","unstructured":"H. He and N. D. Pearson, Consumption and portfolio policies with incomplete markets and shortsale constraints: The infinite-dimensional case, J. Econ. Theory, 1991, 54: 259\u2013304.","journal-title":"J. Econ. Theory"},{"key":"9002_CR7","doi-asserted-by":"crossref","first-page":"702","DOI":"10.1137\/0329039","volume":"29","author":"I. Karatzas","year":"1991","unstructured":"I. Karatzas, J. P. Lehoczky, S. E. Shreve, and G. L. Xu, Martingale and duality methods for utility maximization in incomplete markets, SIAM J. Contr. Optim., 1991, 29: 702\u2013730.","journal-title":"SIAM J. Contr. Optim."},{"key":"9002_CR8","doi-asserted-by":"crossref","first-page":"904","DOI":"10.1214\/aoap\/1029962818","volume":"9","author":"D. Kramkov","year":"1999","unstructured":"D. Kramkov and W. Schachermayer, The asymptotic elasticity of utility functions and optimal investment in incomplete markets, Ann. Appl. Probab., 1999, 9: 904\u2013950.","journal-title":"Ann. Appl. Probab."},{"issue":"4","key":"9002_CR9","doi-asserted-by":"crossref","first-page":"1504","DOI":"10.1214\/aoap\/1069786508","volume":"13","author":"D. Kramkov","year":"2003","unstructured":"D. Kramkov and W. Schachermayer, Necessary and sufficient conditions in the problem of optimal investment in incomplete markets, Ann. Appl. Probab., 2003, 13(4): 1504\u20131516.","journal-title":"Ann. Appl. Probab."},{"key":"9002_CR10","doi-asserted-by":"crossref","first-page":"241","DOI":"10.1007\/s00780-003-0115-2","volume":"8","author":"J. M. Xia","year":"2004","unstructured":"J. M. Xia, Multi-agent investment in incomplete markets, Finance and Stochastics, 2004, 8: 241\u2013259.","journal-title":"Finance and Stochastics"},{"key":"9002_CR11","doi-asserted-by":"crossref","first-page":"119","DOI":"10.1080\/17442509208833749","volume":"38","author":"S. Peng","year":"1992","unstructured":"S. Peng, A generalized dynamic programming principle and Hamilton-Jacobi-Bellmen equation, Stochastics and Stoch. Reports, 1992, 38: 119\u2013134.","journal-title":"Stochastics and Stoch. Reports"},{"key":"9002_CR12","unstructured":"L. J. Billera, On games without side payments arising from a general class of markets, J. Math. Econ., 1971, 1(2): 129-139."},{"key":"9002_CR13","doi-asserted-by":"crossref","first-page":"253","DOI":"10.1007\/BF01737574","volume":"2","author":"L. J. Billera","year":"1973","unstructured":"L. J. Billera and R. E. Bixby, A characterization of polyhedral market games, Internat. J. Game Theory, 1973, 2: 253\u2013261.","journal-title":"Internat. J. Game Theory"},{"key":"9002_CR14","unstructured":"G. Debreu and H. Scarf, A limit theorem on the core of an economy, Int. Econ. Rev., 1963, 4(3): 235-246."},{"key":"9002_CR15","volume-title":"Game Theory","author":"G. Owen","year":"1995","unstructured":"G. Owen, Game Theory, 3rd ed, Academic Press, San Diego, 1995.","edition":"3rd ed"},{"key":"9002_CR16","volume-title":"The Theory of Games and Markets","author":"J. Rosenm\u00fcller","year":"1981","unstructured":"J. Rosenm\u00fcller, The Theory of Games and Markets, North-Holland, Amsterdam New York Oxford, 1981."},{"key":"9002_CR17","doi-asserted-by":"crossref","first-page":"19","DOI":"10.1016\/0022-0531(69)90008-8","volume":"1","author":"L. S. Shapley","year":"1969","unstructured":"L. S. Shapley and M. Shubik, On market games, J. Econ. Theory, 1969, 1: 19\u201325.","journal-title":"J. Econ. Theory"},{"key":"9002_CR18","doi-asserted-by":"crossref","unstructured":"L. S. Shapley and M. Shubik, Competitive outcomes in the cores of market games, Internat. J. Game Theory, 1975, 4(4): 229-237.","DOI":"10.1007\/BF01769270"},{"key":"9002_CR19","doi-asserted-by":"crossref","first-page":"73","DOI":"10.1080\/03461230110106237","volume":"2","author":"K. K. Aase","year":"2002","unstructured":"K. K. Aase, Perspectives of risk sharing, Scand. Actuarial J., 2002, 2: 73\u2013128.","journal-title":"Scand. Actuarial J."},{"key":"9002_CR20","doi-asserted-by":"crossref","first-page":"57","DOI":"10.1017\/S0515036100006826","volume":"12","author":"B. Baton","year":"1981","unstructured":"B. Baton and J. Lemaire, The core of a reinsurance market, Astin Bull., 1981, 12: 57\u201371.","journal-title":"Astin Bull."},{"issue":"3","key":"9002_CR21","doi-asserted-by":"crossref","first-page":"424","DOI":"10.2307\/1909887","volume":"30","author":"K. Borch","year":"1962","unstructured":"K. Borch, Equilibrium in a reinsurance market, Econometrica, 1962, 30(3): 424\u2013444.","journal-title":"Econometrica"},{"key":"9002_CR22","doi-asserted-by":"crossref","first-page":"243","DOI":"10.1017\/S0515036100005882","volume":"10","author":"H. B\u00fchlmann","year":"1979","unstructured":"H. B\u00fchlmann and W. S. Jewell, Optimal risk exchanges, Astin Bull, 1979, 10: 243\u2013262.","journal-title":"Astin Bull"},{"key":"9002_CR23","doi-asserted-by":"crossref","first-page":"25","DOI":"10.1017\/S0515036100006310","volume":"10","author":"H. U. Gerber","year":"1978","unstructured":"H. U. Gerber, Pareto-optimal risk exchanges and related decision problems, Astin Bull, 1978, 10: 25\u201333.","journal-title":"Astin Bull"},{"key":"9002_CR24","doi-asserted-by":"crossref","first-page":"209","DOI":"10.1016\/S0167-6687(97)00038-3","volume":"22","author":"J. Suijs","year":"1998","unstructured":"J. Suijs, A. D. Waegenaere, and P. Borm, Stochastic cooperative games in insurance, Insurance: Mathematics and Economics, 1998, 22: 209\u2013228.","journal-title":"Insurance: Mathematics and Economics"},{"key":"9002_CR25","doi-asserted-by":"crossref","first-page":"463","DOI":"10.1007\/BF01450498","volume":"300","author":"F. Delbaen","year":"1994","unstructured":"F. Delbaen and W. Schachermayer, A general version of the fundamental theorem of asset pricing, Math. Ann., 1994, 300: 463\u2013520.","journal-title":"Math. Ann."},{"key":"9002_CR26","doi-asserted-by":"crossref","first-page":"215","DOI":"10.1007\/s002080050220","volume":"312","author":"F. Delbaen","year":"1998","unstructured":"F. Delbaen and W. Schachermayer, The fundamental theorem of asset pricing for unbounded stochastic processes, Math. Ann., 1998, 312: 215\u2013250.","journal-title":"Math. Ann."},{"issue":"3","key":"9002_CR27","first-page":"659","volume":"35","author":"J. A. Yan","year":"1998","unstructured":"J. A. Yan, A new look at the fundamental theorem of asset pricing, J. Korean Math. Soc., 1998, 35(3): 659\u2013673.","journal-title":"J. Korean Math. Soc."},{"key":"9002_CR28","doi-asserted-by":"crossref","DOI":"10.1515\/9781400873173","volume-title":"Convex Analysis","author":"R. T. Rockafellar","year":"1970","unstructured":"R. T. Rockafellar, Convex Analysis, Princeton University Process, Princeton, 1970."},{"key":"9002_CR29","volume-title":"Methods of Mathematical Finance","author":"I. Karatzas","year":"2004","unstructured":"I. Karatzas and S. E. Shreve, Methods of Mathematical Finance, Springer, Berlin, 2004."},{"key":"9002_CR30","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-1466-3","volume-title":"Stochastic Controls: Hamilton Systems and HJB Equations","author":"J. Yong","year":"1999","unstructured":"J. Yong and X. Zhou, Stochastic Controls: Hamilton Systems and HJB Equations, Springer, New York, 1999."},{"key":"9002_CR31","unstructured":"M. Mania and R. Tevzadze, Backward Stochastic PDEs Related to the Utility Maximization Problem, http:\/\/arxiv.org\/pdf\/0806.0240 , 2008."}],"container-title":["Journal of Systems Science and Complexity"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11424-010-9002-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11424-010-9002-z\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11424-010-9002-z","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,6]],"date-time":"2019-06-06T21:17:59Z","timestamp":1559855879000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11424-010-9002-z"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010,12,7]]},"references-count":31,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2011,8]]}},"alternative-id":["9002"],"URL":"https:\/\/doi.org\/10.1007\/s11424-010-9002-z","relation":{},"ISSN":["1009-6124","1559-7067"],"issn-type":[{"value":"1009-6124","type":"print"},{"value":"1559-7067","type":"electronic"}],"subject":[],"published":{"date-parts":[[2010,12,7]]}}}