The private information price of risk
Year of publication: |
2016
|
---|---|
Authors: | Detemple, Jérôme B. ; Rindisbacher, Marcel |
Published in: |
The handbook of post crisis financial modelling. - Basingstoke, Hampshire : Palgrave Macmillan, ISBN 978-1-137-49448-1. - 2016, p. 190-213
|
Subject: | Portfolio-Management | Portfolio selection | Information | Risiko | Risk | Ökonometrie | Econometrics |
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