The properties of local risk premia under a non-compact probability density function : numerical analyses of the Bernoulli density function and the negative exponential utility function
by Robert A. Sproule
| Year of publication: |
1991
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| Authors: | Sproule, Robert A. |
| Published in: |
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale. - Padova : CEDAM, ISSN 0035-6751, ZDB-ID 4636-X. - Vol. 38.1991, 2, p. 133-150
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| Subject: | Nutzen | Utility | Theorie | Theory |
| Extent: | Graph. Darst |
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| 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/10001106413