Additive and multiplicative risk premiums with multiple sources of risk (Q3771468)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Additive and multiplicative risk premiums with multiple sources of risk |
scientific article |
Statements
Additive and multiplicative risk premiums with multiple sources of risk (English)
0 references
1987
0 references
risk premium
0 references
background risk
0 references
mean-variance setting
0 references
additive risks
0 references
multiplicative risks
0 references
