A method for determining risk aversion functions from uncertain market prices of risk
Henryk Gzyl; Silvia Mayoral
| Year of publication: |
2010
|
|---|---|
| Authors: | Gzyl, Henryk ; Mayoral, Silvia |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 1, p. 84-89
|
| Subject: | Risiko | Risk | Risikoaversion | Risk aversion | Theorie | Theory | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003985399