Asset prices and changes in risk within a bivariate model
Year of publication: |
2019
|
---|---|
Authors: | Jokung Nguena, Octave ; Mitra, Sovan |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 26.2019, 1, p. 47-60
|
Subject: | Monotonicity | Backround risk | Increase in risk | Pair-wise risk aversion | Risk aversion | Correlation | Theorie | Theory | Risikoaversion | Risiko | Risk | CAPM | Portfolio-Management | Portfolio selection | Entscheidung unter Risiko | Decision under risk | Börsenkurs | Share price |
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