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

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

Библиографические подробности
Опубликовано в::Journal of financial and quantitative analysis V. 46, 1-6 (2011).
Главный автор: Dieckmann, Stephan
Формат: Статья
Язык:English
Предметы:
Risk premiums.
Investment policy.
Securities markets.