Why does implied risk aversion smile?
Year of publication: |
2007
|
---|---|
Authors: | Ziegler, Alexandre |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 20.2007, 3, p. 859-904
|
Subject: | CAPM | Risikoaversion | Risk aversion | Präferenztheorie | Theory of preferences | Theorie | Theory |
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