Vigilant measures of risk and the demand for contingent claims
Year of publication: |
2012
|
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Authors: | Ghossoub, Mario |
Publisher: |
Evanston, IL : Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science |
Subject: | Contingent Claims | Heterogeneous Beliefs | Choquet Integral | Vigilance | Monotone Likelihood Ratio |
Series: | Discussion Paper ; 1555 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 728580128 [GVK] hdl:10419/97248 [Handle] RePEc:nwu:cmsems:1555 [RePEc] |
Classification: | C02 - Mathematical Methods ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; D89 - Information and Uncertainty. Other ; G11 - Portfolio Choice |
Source: |
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Vigilant Measures of Risk and the Demand for Contingent Claims
Ghossoub, Mario, (2012)
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