Instability of financial markets and preference heterogeneity

DOI10.1155/2010/791025zbMath1195.91048OpenAlexW2023781116WikidataQ58650293 ScholiaQ58650293MaRDI QIDQ1958423

Erik Lüders, Guenter Franke

Publication date: 29 September 2010

Published in: Advances in Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/224662

Mathematics Subject Classification ID

Related Items (1)

How suboptimal are linear sharing rules?

Cites Work

• The Pricing of Options and Corporate Liabilities
• Heterogeneity and option pricing
• Option prices under generalized pricing kernels
• Nonparametric risk management and implied risk aversion
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel

This page was built for publication: Instability of financial markets and preference heterogeneity