Price volatility and risk with non-separability of preferences
Year of publication: |
2000
|
---|---|
Authors: | Drees, Burkhard ; Eckwert, Bernhard |
Published in: |
Mathematical social sciences. - Amsterdam [u.a.] : NH, Elsevier, ISSN 0165-4896, ZDB-ID 283230-6. - Vol. 39.2000, 1, p. 21-34
|
Subject: | CAPM | Risiko | Risk | Volatilität | Volatility | Präferenztheorie | Theory of preferences | Theorie | Theory |
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