Instability of financial markets and preference heterogeneity
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Publication:1958423
DOI10.1155/2010/791025zbMath1195.91048OpenAlexW2023781116WikidataQ58650293 ScholiaQ58650293MaRDI QIDQ1958423
Publication date: 29 September 2010
Published in: Advances in Decision Sciences (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/224662
Related Items (1)
Cites Work
- The Pricing of Options and Corporate Liabilities
- Heterogeneity and option pricing
- Option prices under generalized pricing kernels
- Nonparametric risk management and implied risk aversion
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel
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