Taming animal spirits: risk management with behavioural factors

DOI10.1007/s10436-012-0217-yzbMath1298.91130OpenAlexW3121262437MaRDI QIDQ470654

Sébastien Lleo, Grzegorz Andruszkiewicz, Mark H. A. Davis

Publication date: 12 November 2014

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10044/1/42522

zbMATH Keywords

numéraire portfolioanimal spiritscollateralized loansconfidence indicesmarket-consistent valuationstructural credit risk models

Mathematics Subject Classification ID

Portfolio theory (91G10) Credit risk (91G40)

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