Impact of risk aversion and belief heterogeneity on trading of defaultable claims
Jinbeom Kim, Tim Leung
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Kim, Jinbeom ; Leung, Tim |
| Published in: |
Optimization models with economic and game theoretic applications. - New York, NY, USA : Springer. - 2016, p. 117-146
|
| Subject: | Risikoaversion | Risk aversion | Theorie | Theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-013-1524-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011533434