Competitive equilibria with distortion risk measures
by Tim J. Boonen
| Year of publication: |
2015
|
|---|---|
| Authors: | Boonen, Tim J. |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 3, p. 703-728
|
| Subject: | Competitive equilibria | distortion risk measures | capital asset pricing model | Risikomaß | Risk measure | CAPM | Messung | Measurement | Risiko | Risk | Gleichgewichtstheorie | Equilibrium theory | Allgemeines Gleichgewicht | General equilibrium | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397655