Vigilant Measures of Risk and the Demand for Contingent Claims
Year of publication: |
2012-10-22
|
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Authors: | Ghossoub, Mario |
Institutions: | Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management |
Subject: | Contingent Claims | Heterogeneous Beliefs | Choquet Integral | Vigilance | Monotone Likelihood Ratio |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
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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