Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909)
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scientific article; zbMATH DE number 6648454
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| English | Impact of risk aversion and belief heterogeneity on trading of defaultable claims |
scientific article; zbMATH DE number 6648454 |
Statements
Impact of risk aversion and belief heterogeneity on trading of defaultable claims (English)
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7 November 2016
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indifference pricing
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heterogeneous beliefs
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risk aversion
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credit risk
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trading volume
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0.7213831543922424
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0.7209922671318054
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0.711370050907135
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0.7098512053489685
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0.7089279294013977
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