Article ID: | iaor20116009 |
Volume: | 36 |
Issue: | 2 |
Start Page Number: | 321 |
End Page Number: | 339 |
Publication Date: | May 2011 |
Journal: | Mathematics of Operations Research |
Authors: | Montrucchio Luigi, Marinacci Massimo, Cerreia-Vioglio Simone, Maccheroni Fabio |
Keywords: | economics |
We introduce a notion of complete monotone quasiconcave duality, motivated by some economic applications. We show that this duality holds for important classes of quasiconcave functions.