Empirical risk aversion functions-estimates and assessment of their reliability
Byung Jin Kang; Tong Suk Kim
| Year of publication: |
2008
|
|---|---|
| Authors: | Kang, Byung Jin ; Kim, Tong Suk |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 5, p. 1123-1138
|
| Subject: | Kapitalanlage | Financial investment | Risikoaversion | Risk aversion | Optionsgeschäft | Option trading | Core | Risikoneutralität | Risk neutrality | Theorie | Theory | USA | United States | 1996-2004 |
| 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/10003792451