Standard risk aversion and the demand for risky assets in the presence of background risk
Günter Franke, Richard C. Stapleton, and Marti G. Subrahmanyam
| Year of publication: |
2000
|
|---|---|
| Authors: | Franke, Günter ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
| Publisher: |
Konstanz : CFE |
| Subject: | Optionspreistheorie | Option pricing theory | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Risiko | Risk | Theorie | Theory |
freely available
| Extent: | 26 S a |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 00/36 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | D52 - Incomplete Markets ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001544833