Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing
Year of publication: |
2011
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Authors: | Zhu, Wenge |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 1, p. 38-46
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Subject: | Theorie | Theory | CAPM | Allgemeines Gleichgewicht | General equilibrium | Risikoaversion | Risk aversion | Intertemporales Gleichgewicht | Intertemporal equilibrium |
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