Time dependent relative risk aversion
Enzo Giacomini, Michael Handel and Wolfgang K. Härdle
| Year of publication: |
2008
|
|---|---|
| Authors: | Giacomini, Enzo ; Handel, Michael ; Härdle, Wolfgang |
| Published in: |
Risk assessment : decisions in banking and finance. - Heidelberg : Physica-Verl., ISBN 978-3-7908-2049-2. - 2008, p. 15-46
|
| Subject: | CAPM | Risikomanagement | Risk management | Risikoaversion | Risk aversion | Dynamische Wirtschaftstheorie | Economic dynamics | ARCH-Modell | ARCH model | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003781602