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

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

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Prif Awdur: Dieckmann, Stephan
Fformat: Erthygl
Iaith:English
Pynciau:
Risk premiums.
Investment policy.
Securities markets.