Risk aversion and the bid-ask spread
Year of publication: |
1999
|
---|---|
Authors: | Roger, Patrick ; Eeckhoudt, Louis R. |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 5.1999, 3, p. 323-340
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Risikoaversion | Risk aversion | CAPM | Theorie | Theory |
-
Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne, (2014)
-
The impact of heterogeneous trading rules on the limit order book and order flows
Chiarella, Carl, (2009)
-
Positivity of bid-ask spreads and symmetrical monotone risk aversion
Abouda, Moez, (2002)
- More ...
-
Valeur ajoutée d'un transfert de risque et optimum de Pareto
Eeckhoudt, Louis R., (1998)
-
Partage des risques et création de valeur ajouée
Eeckhoudt, Louis R., (1994)
-
Understanding Innovation, Entrepreneurial Ventures and Finance in Europe and the World
Roger, Patrick, (2017)
- More ...