Why does implied risk aversion smile?
Alexandre Ziegler
| Year of publication: |
2002
|
|---|---|
| Authors: | Ziegler, Alexandre |
| Publisher: |
Geneva : FAME |
| Subject: | CAPM | Risikoaversion | Risk aversion | Präferenztheorie | Theory of preferences | Theorie | Theory |
| Extent: | 30 S graph. Darst |
|---|---|
| Series: | Research paper / International Center for Financial Asset Management and Engineering. - Geneva : [Verlag nicht ermittelbar], ZDB-ID 2121038-X. - Vol. 47 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Internetausg.: http://www.fame.ch/research/papers/RP47.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
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