Lévy information and the aggregation of risk aversion (Q2831278)
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scientific article; zbMATH DE number 7516346
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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