On securitization, market completion and equilibrium risk transfer
Ulrich Horst; Traian A. Pirvu; Gonc̜alo Dos Reis
| Year of publication: |
2010
|
|---|---|
| Authors: | Horst, Ulrich ; Pirvu, Traian A. ; Dos Reis, Gonc̜alo |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 2.2010, 4, p. 211-252
|
| Subject: | Verbriefung | Securitization | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Gleichgewichtsmodell | Equilibrium model | Theorie | 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/10003949928