Total and partial bivariate risk premia: an extension

DOI10.1023/B:THEO.0000019078.87122.CEzbMath1073.91045OpenAlexW2057165103MaRDI QIDQ1876629

Béatrice Rey

Publication date: 20 August 2004

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

Full work available at URL: https://doi.org/10.1023/b:theo.0000019078.87122.ce

zbMATH Keywords

bivariate risk premiumcorrelated riskscross derivativesmultivariate risk aversionpartial bivariate risk premium

Mathematics Subject Classification ID

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