Impact of risk aversion and belief heterogeneity on trading of defaultable claims
Year of publication: |
August 2016
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Authors: | Kim, Jinbeom ; Leung, Tim |
Published in: |
Optimization models with economic and game theoretic applications. - New York, NY, USA : Springer. - 2016, p. 117-146
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Subject: | Theorie | Theory | Risikoaversion | Risk aversion |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
Language: | English |
Other identifiers: | 10.1007/s10479-013-1524-z [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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