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Aggregate wealth dynamics
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benchmark approach
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market activity
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nondiversifiable market risk
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square root processes
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stochastic volatility
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Platen, Eckhard
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Finance Discipline Group, Business School
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The Affine Nature of
Aggregate
Wealth
Dynamics
Platen, Eckhard
;
Rendek, Renata
-
Finance Discipline Group, Business School
-
2012
normalized aggregate wealth emerges from the affine nature of
aggregate
wealth
dynamics
, which will be derived under basic …
Persistent link: https://www.econbiz.de/10010754096
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