Taming animal spirits : risk management with behavioural factors
Year of publication: |
2013
|
---|---|
Authors: | Andruszkiewicz, Grzegorz ; Davis, Mark H. A. ; Lleo, Sébastien |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 2, p. 145-166
|
Subject: | Collateralized loans | Animal spirits | Confidence indices | Market-consistent valuation | Numeraire portfolio | Structural credit risk models | Theorie | Theory | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
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