When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
Dirk KruegerHanno LustigPublished in: J. Econ. Theory (2010)
Keyphrases
- black scholes
- risk evaluation
- decision making
- risk aversion
- risk neutral
- financial crisis
- risk management
- portfolio management
- option pricing
- market data
- risk averse
- high risk
- market share
- risk analysis
- financial markets
- risk factors
- risk assessment
- risk measures
- supply chain
- electronic markets
- stock price
- incomplete information
- stock market
- raw material
- technological innovation
- credit risk
- investment strategies
- early warning
- utility function
- decision support system