Rare event risk and heterogeneous beliefs The case of incomplete markets.

Rare event risk and heterogeneous beliefs The case of incomplete markets.

Podrobná bibliografie
Vydáno v:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Hlavní autor: Dieckmann, Stephan
Médium: Článek
Jazyk:English
Témata:
Risk premiums.
Investment policy.
Securities markets.