Why does implied risk aversion smile?
Alexandre Ziegler
| Year of publication: |
2007
|
|---|---|
| Authors: | Ziegler, Alexandre |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 20.2007, 3, p. 859-904
|
| Subject: | CAPM | Risikoaversion | Risk aversion | Präferenztheorie | Theory of preferences | Theorie | Theory |
| 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/10003554642