Optimal tranching with diverse beliefs
Guixia Guo; Frank Yong Wang; Xu Wei
| Year of publication: |
2014
|
|---|---|
| Authors: | Guo, Guixia ; Wang, Frank Yong ; Wei, Xu |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 2, p. 222-226
|
| Subject: | Optimal tranching | Diverse beliefs | Second order stochastic dominance | Price bubble | Theorie | Theory | Spekulationsblase | Bubbles | Börsenkurs | Share price | CAPM | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation | Stochastischer Prozess | Stochastic process |
| 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/10010493719