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Analysis 1 Dynamic mean-preserving spreads 1 Increasing dynamic risk 1 Mathematical analysis 1 Non-Gaussian diffusion 1 Risiko 1 Risikoprämie 1 Risk 1 Risk premium 1 Stochastic differential equations 1 Stochastic process 1 Stochastischer Prozess 1 Super-diffusive noise source 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Yield curve 1 Zinsstruktur 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Arcand, Jean-Louis L. 1 Hongler, Max-Olivier 1 Rinaldo, Daniele 1
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Journal of mathematical economics 1
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Increasing risk : dynamic mean-preserving spreads
Arcand, Jean-Louis L.; Hongler, Max-Olivier; Rinaldo, … - In: Journal of mathematical economics 86 (2020), pp. 69-82
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