Disappointment aversion, asset pricing and measuring asymmetric dependence
Jamie Alcock and Anthony Hatherley
| Year of publication: |
2018
|
|---|---|
| Authors: | Alcock, Jamie ; Hatherley, Anthony |
| Published in: |
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns. - Chichester, West Sussex, United Kingdom : Wiley, ISBN 978-1-119-28901-2. - 2018, p. 1-16
|
| Subject: | Theorie | Theory | CAPM | Risikoaversion | Risk aversion | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011978502