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Long horizons, high risk aversion, and endogenous spreads
Publication year - 2019
Publication title -
mathematical finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.98
H-Index - 81
eISSN - 1467-9965
pISSN - 0960-1627
DOI - 10.1111/mafi.12212
Subject(s) - risk aversion (psychology) , citation , economics , mathematical economics , library science , actuarial science , financial economics , computer science , expected utility hypothesis
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