Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium

Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium

datePublished

• 2006

identifier

• propertyID: FI-FENNI value: 860958
• propertyID: FI-MELINDA value: 000974292

isbn

• 952151647X

isPartOf

• Fennica
• Raportti / Tampereen teknillinen yliopisto, tuotantotalouden osasto

name

• Rothschild-Stiglitz's definition of increasing risk and the relationship between volatility and risk premium

numberOfPages

• 16, [2] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Tampere organizer: Tampere University of Technology, Department of Industrial Engineering and Management

publisher

• Tampere University of Technology, Department of Industrial Engineering and Management