Lévy information and the aggregation of risk aversion (Q2831278)

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scientific article; zbMATH DE number 7516346
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Lévy information and the aggregation of risk aversion
scientific article; zbMATH DE number 7516346

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    Lévy information and the aggregation of risk aversion (English)
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    2 November 2016
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    29 April 2022
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    asset pricing
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    heterogeneous markets
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    pricing kernel
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    risk aversion
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    risk premium
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    jump risk
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