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Lévy information and the aggregation of risk aversion - MaRDI portal

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Lévy information and the aggregation of risk aversion (Q2831278)

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scientific article; zbMATH DE number 7516346
Language Label Description Also known as
English
Lévy information and the aggregation of risk aversion
scientific article; zbMATH DE number 7516346

    Statements

    title
    Lévy information and the aggregation of risk aversion (English)
    0 references
    author
    Dorje C. Brody
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    Lane P. Hughston
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    publication date
    2 November 2016
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    29 April 2022
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    zbMATH Keywords
    asset pricing
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    heterogeneous markets
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    pricing kernel
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    risk aversion
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    risk premium
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    jump risk
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    Identifiers

    zbMATH Open document ID
    1348.91116
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    1489.91277
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    Mathematics Subject Classification ID
    91B25
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    60G51
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    60J75
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    91B44
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    91G30
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    91G15
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    zbMATH DE Number
    6647147
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    7516346
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    Wikidata QID
    Q62272435
    0 references
    OpenAlex ID
    W3104948240
    0 references
    W4214637454
    0 references
    arXiv ID
    1301.2964
    0 references
     
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