Risk sharing in a financial market with endogenous option prices
Year of publication: |
2013
|
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Authors: | Wenzelburger, Jan |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 5/6, p. 491-517
|
Subject: | CAPM | efficient portfolios | derivative markets | heterogeneity | agent-based models | Finanzmarkt | Financial market | Derivat | Derivative | Agentenbasierte Modellierung | Agent-based modeling | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Kapitalmarkttheorie | Financial economics |
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