Diverse beliefs, survival and the market price of risk
Year of publication: |
2009
|
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Authors: | Cogley, Timothy ; Sargent, Thomas J. |
Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 119.2009, p. 354-376
|
Subject: | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Risikopräferenz | Risk attitude | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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