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Risk premia in general equilibrium - MaRDI portal

Risk premia in general equilibrium (Q654607)

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scientific article; zbMATH DE number 5992844
Language Label Description Also known as
English
Risk premia in general equilibrium
scientific article; zbMATH DE number 5992844

    Statements

    title
    Risk premia in general equilibrium (English)
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    author
    Olaf Posch
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    publication date
    29 December 2011
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    zbMATH Keywords
    risk premium
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    continuous-time DSGE
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    effective risk aversion
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    cites work

    Identifiers

    zbMATH DE Number
    5992844
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    OpenAlex ID
    W3121948828
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