Equilibrium asset pricing with systemic risk
type: Item
instance of: scholarly article
title: Equilibrium asset pricing with systemic risk
zbMATH Open document ID: 1146.91026
author: J. Danielsson
author: Jean-Pierre Zigrand
published in: Economic Theory
publication date: 2008-05-26T00:00:00Z
full work available at URL: http://eprints.lse.ac.uk/24823/
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5278990
zbMATH Keywords: Systemic risk
zbMATH Keywords: Value-at-risk
zbMATH Keywords: Risk sensitive regulation
zbMATH Keywords: General equilibrium
MaRDI profile type: Publication
OpenAlex ID: W2095573510
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DOI: 10.1007/S00199-007-0238-3
description: scientific article; zbMATH DE number 5278990