Taming animal spirits: risk management with behavioural factors
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Publication:470654
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
numéraire portfolioanimal spiritscollateralized loansconfidence indicesmarket-consistent valuationstructural credit risk models
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