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subject:"Portfolio selection"
~person:"Krueger, Dirk"
~subject:"Risikoprämie"
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Portfolio selection
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Krueger, Dirk
Baele, Lieven
8
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7
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7
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7
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ECONIS (ZBW)
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The irrelevance of market incompleteness for the price of aggregate risk
Krueger, Dirk
;
Lustig, Hanno
-
2006
Persistent link: https://www.econbiz.de/10003386979
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2
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
Krueger, Dirk
;
Lustig, Hanno
- In:
Journal of economic theory
145
(
2010
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10003946292
Saved in:
3
The irrelevance of market incompleteness for the price of aggregate risk
Krueger, Dirk
;
Lustig, Hanno
-
2006
Persistent link: https://www.econbiz.de/10003394805
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