Rare event risk and heterogeneous beliefs : the case of incomplete markets
Year of publication: |
2011
|
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Authors: | Dieckmann, Stephan |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 46.2011, 2, p. 459-488
|
Subject: | Finanzmarkt | Financial market | Unvollkommener Markt | Incomplete market | Marktrisiko | Market risk | Risikoprämie | Risk premium | Theorie | Theory |
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