Analyzing equilibrium in incomplete markets with model uncertainty
Year of publication: |
June 2017
|
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Authors: | Yoshikawa, Daisuke |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 17.2017, 2, p. 235-262
|
Subject: | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Gleichgewichtsmodell | Equilibrium model | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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