Impact of risk aversion and belief heterogeneity on trading of defaultable claims.

Jinbeom Kim Tim Leung

Published in: Ann. Oper. Res. (2016)

Keyphrases

risk aversion
expected utility
utility function
risk neutral
risk averse
decision theory
decision theoretic
exchange rate
decision makers
belief functions
influence diagrams
optimal strategy
genetic algorithm
belief revision
financial markets