Equilibrium asset pricing with systemic risk
Jón Daníelsson; Jean-Pierre Zigrand
| Year of publication: |
2008
|
|---|---|
| Authors: | Daníelsson, Jón ; Zigrand, Jean-Pierre |
| Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 35.2008, 2, p. 293-319
|
| Subject: | Risikomaß | Risk measure | Allgemeines Gleichgewicht | General equilibrium | CAPM | Prinzipal-Agent-Theorie | Agency theory |
| 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/10003654377