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On bivariate risk premia - MaRDI portal

On bivariate risk premia (Q5937151)

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scientific article; zbMATH DE number 1618613
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English
On bivariate risk premia
scientific article; zbMATH DE number 1618613

    Statements

    title
    On bivariate risk premia (English)
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    publication date
    12 July 2001
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    zbMATH Keywords
    multivariate risk aversion
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    bivariate risk premium
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    partial bivariate risk premium
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    correlated risks
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    cross derivatives
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    Identifiers

    zbMATH DE Number
    1618613
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    OpenAlex ID
    W1523015962
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