Implied risk aversion: an alternative rating system for retail structured products (Q2328778)
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scientific article; zbMATH DE number 7117933
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Implied risk aversion: an alternative rating system for retail structured products |
scientific article; zbMATH DE number 7117933 |
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Implied risk aversion: an alternative rating system for retail structured products (English)
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16 October 2019
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structured products
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risk measures
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optimal expected utility
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implied risk aversion
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0.7277331352233887
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0.7149261236190796
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0.7098937630653381
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0.7003249526023865
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