On bivariate risk premia

DOI10.1023/A:1005213530647zbMath0980.91043OpenAlexW1523015962MaRDI QIDQ5937151

Christophe Courbage

Publication date: 12 July 2001

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1005213530647

zbMATH Keywords

bivariate risk premiumcorrelated riskscross derivativesmultivariate risk aversionpartial bivariate risk premium

Mathematics Subject Classification ID

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