The equilibrium allocation of diffusive and jump risks with heterogeneous agents
Year of publication: |
2005
|
---|---|
Authors: | Dieckmann, Stephan ; Gallmeyer, Michael |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 29.2005, 9, p. 1547-1576
|
Subject: | CAPM | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Martingal | Martingale |
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