The market price of aggregate risk and the wealth distribution
Year of publication: |
2010
|
---|---|
Authors: | Chien, YiLi ; Lustig, Hanno |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 4, p. 1596-1650
|
Subject: | Beschränkte Haftung | Limited liability | Tauschwirtschaft | Barter economy | Optionspreistheorie | Option pricing theory | Risiko | Risk | Vermögensverteilung | Wealth distribution | Theorie | Theory | USA | United States | 1962-2006 |
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